On the exit from a finite interval for the risk processes with stochastic premiums
We consider the almost semicontinuous step-process ξ(t). The conditional characteristic functions of the jumps of ξ(t) have the form E [eiαξk /ξk > 0] = c(c − iα)−1. For such processes, the boundary functionals related to the exit from a finite interval are investigated.
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| Дата: | 2005 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2005
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4427 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | On the exit from a finite interval for the risk processes with stochastic premiums / D.V. Gusak, E.V. Karnaukh // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 71–81. — Бібліогр.: 11 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4427 |
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| record_format |
dspace |
| spelling |
irk-123456789-44272009-11-10T12:00:32Z On the exit from a finite interval for the risk processes with stochastic premiums Gusak, D.V. Karnaukh, E.V. We consider the almost semicontinuous step-process ξ(t). The conditional characteristic functions of the jumps of ξ(t) have the form E [eiαξk /ξk > 0] = c(c − iα)−1. For such processes, the boundary functionals related to the exit from a finite interval are investigated. 2005 Article On the exit from a finite interval for the risk processes with stochastic premiums / D.V. Gusak, E.V. Karnaukh // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 71–81. — Бібліогр.: 11 назв.— англ. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4427 519.21 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
We consider the almost semicontinuous step-process ξ(t). The conditional characteristic
functions of the jumps of ξ(t) have the form E [eiαξk /ξk > 0] = c(c − iα)−1.
For such processes, the boundary functionals related to the exit from a finite interval
are investigated. |
| format |
Article |
| author |
Gusak, D.V. Karnaukh, E.V. |
| spellingShingle |
Gusak, D.V. Karnaukh, E.V. On the exit from a finite interval for the risk processes with stochastic premiums |
| author_facet |
Gusak, D.V. Karnaukh, E.V. |
| author_sort |
Gusak, D.V. |
| title |
On the exit from a finite interval for the risk processes with stochastic premiums |
| title_short |
On the exit from a finite interval for the risk processes with stochastic premiums |
| title_full |
On the exit from a finite interval for the risk processes with stochastic premiums |
| title_fullStr |
On the exit from a finite interval for the risk processes with stochastic premiums |
| title_full_unstemmed |
On the exit from a finite interval for the risk processes with stochastic premiums |
| title_sort |
on the exit from a finite interval for the risk processes with stochastic premiums |
| publisher |
Інститут математики НАН України |
| publishDate |
2005 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4427 |
| citation_txt |
On the exit from a finite interval for the risk processes with stochastic premiums / D.V. Gusak, E.V. Karnaukh // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 71–81. — Бібліогр.: 11 назв.— англ. |
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2023-03-24T08:30:08Z |
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2023-03-24T08:30:08Z |
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