For linear-rate master equations the generating function admits an exact composition-multiplier representation whose Taylor coefficients on any finite window are obtained from a closed lower-triangular ODE of size 2(N+1), independent of the truncation cap N; the same closure is combined with Strang–
year = 2014, series =
3 Pith papers cite this work. Polarity classification is still indexing.
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Scale-function characterizations of pre-infimum paths under two decompositions for spectrally negative Lévy processes give Doob h-transform laws and explicit drawdown distributions on components.
Proposes collective and individual actuarial models connecting claims to epidemic-driven population dynamics, deriving scaling limits and ruin probability bounds and approximations in SIS settings.
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Solving linear-rate ODE hierarchies (like master equations) using closures and operator splitting
For linear-rate master equations the generating function admits an exact composition-multiplier representation whose Taylor coefficients on any finite window are obtained from a closed lower-triangular ODE of size 2(N+1), independent of the truncation cap N; the same closure is combined with Strang–