References
- Appell , P. E. 1880 . Sur une classe de polynômes . Ann. Sci. Ecole Norm. Sup. , 9 ( 2 ) : 119 – 144 .
- Daniels , H. E. 1963 . The Poisson process with a curved absorbing boundary . Bull. Inter. Statist. Inst. , 40 : 994 – 1008 . 34th session
- Gallot , S. F. L. 1966 . Asymptotic absorption probabilities for a Poisson process . J. Appl. Prob. , 3 : 445 – 452 .
- Gallot , S. F. L. 1993 . Absorption and first passage times for a compound Poisson process in a general upper boundary . J. Appl. Prob. , 30 : 835 – 850 .
- Gerber , H. U. 1979 . An introduction to mathematical risk theory , Philadelphia : S.S. Huebner Foundation, University of Pennsylvania .
- Kaz'min , Y. A. 1988 . “ Appell polynomials ” . In Encyclopedia of math , Edited by: Hazewinkel , M. Vol. 1 , 209 – 210 . Dordrecht : Reidel Kluwer Acad. Pub. .
- Panjer , M. H. and Willmot , G. E. 1992 . Insurance risk models , Schaumburg , IL : Soc. of Actuaries .
- Picard , Ph. and Lefevre , C. 1994a . On the first crossing of the surplus process with a given upper barrier . Insurance: Math.Econ. , 14 : 163 – 179 .
- Picard , Ph. and Lefevre , C. 1994b . First crossing of basic counting processes with lower non-linear boundaries. A unified approach through pseudo-polynomials (I) . Adv. Appl. Prob. , To appear in the September 1996 issue of
- Seal , H. 1969 . Stochastic theory of a risk business , New York : Wiley .
- Sheffer , I. M. 1937 . Concerning Appell sets and associated linear functional equations . Duke Math. J. , 3 : 593 – 609 .
- Sheffer , I. M. 1939 . Some properties of polynomials sets of type zero . Duke Math. J. , 5 : 590 – 622 .
- Steffensen , J. F. 1941 . The poweroid, an extension of the mathematical notion of power . Acta Math. , 73 : 333 – 366 .
- Whittle , P. 1961 . Some exact results for one-sided distribution tests of the Kolmogorov-Smirnov type . Ann. Math. Statist. , 32 : 499 – 505 .