5 citations · 15 across the 6 of their papers we have counts for
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math.PR2017★ 5 cited
On approximations for the distribution of first level crossing time
Vsevolod K. Malinovskii, Konstantin V. Malinovskii
We investigate performance of approximations put forth in \citeNP{[Malinovskii 2017a]} and \citeNP{[Malinovskii 2017b]} for the distribution of the time of first level crossing…
math.PR2017★ 5 cited
Generalized inverse Gaussian distributions and the time of first level crossing
Vsevolod K. Malinovskii
We propose a new approximation for the distribution of the time of the first crossing of a high level by random process $\homV{s}-cs$, where $\homV{s}$, , is compound rene…
math.PR2017★ 5 cited
On the time of first level crossing and inverse Gaussian distribution
Vsevolod K. Malinovskii
We propose a new approximation for the distribution of the time of the first level crossing by the random process $\homV{s}-cs$, where $\homV{s}$, , is compound renewal pr…