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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| Date: | 2005 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
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Інститут математики НАН України
2005
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4427 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862659095737139200 |
|---|---|
| author | Gusak, D.V. Karnaukh, E.V. |
| author_facet | Gusak, D.V. Karnaukh, E.V. |
| 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. |
| collection | DSpace DC |
| 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.
|
| first_indexed | 2025-12-02T09:16:04Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4427 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-02T09:16:04Z |
| publishDate | 2005 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Gusak, D.V. Karnaukh, E.V. 2009-11-09T15:33:32Z 2009-11-09T15:33:32Z 2005 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 https://nasplib.isofts.kiev.ua/handle/123456789/4427 519.21 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. en Інститут математики НАН України On the exit from a finite interval for the risk processes with stochastic premiums Article published earlier |
| spellingShingle | On the exit from a finite interval for the risk processes with stochastic premiums Gusak, D.V. Karnaukh, E.V. |
| title | 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_short | 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 |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4427 |
| work_keys_str_mv | AT gusakdv ontheexitfromafiniteintervalfortheriskprocesseswithstochasticpremiums AT karnaukhev ontheexitfromafiniteintervalfortheriskprocesseswithstochasticpremiums |