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Finite-Time Ruin for the Compound Markov Binomial Risk Model
Zbigniew Palmowski, Lewis Ramsden, Apostolos D. Papaioannou
In this paper, we study finite-time ruin probabilities for the compound Markov binomial risk model - a discrete-time model where claim sizes are modulated by a finite-state ergodic…
Stationary states for stable processes with partial resetting
Tomasz Grzywny, Karol Szczypkowski, Zbigniew Palmowski +1
We study a -dimensional stochastic process which arises from a Lévy process by partial resetting, that is the position of the process at a…
Stable random walks in cones
Wojciech Cygan, Denis Denisov, Zbigniew Palmowski +1
In this paper we consider a multidimensional random walk killed on leaving a right circular cone with a distribution of increments belonging to the normal domain of attraction of a…