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| id |
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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 |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
On the exit from a finite interval for the risk processes with stochastic premiums |
| spellingShingle |
On the exit from a finite interval for the risk processes with stochastic premiums Gusak, D.V. Karnaukh, E.V. |
| 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 |
| author |
Gusak, D.V. Karnaukh, E.V. |
| author_facet |
Gusak, D.V. Karnaukh, E.V. |
| publishDate |
2005 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.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. |
| work_keys_str_mv |
AT gusakdv ontheexitfromafiniteintervalfortheriskprocesseswithstochasticpremiums AT karnaukhev ontheexitfromafiniteintervalfortheriskprocesseswithstochasticpremiums |
| first_indexed |
2025-12-02T09:16:04Z |
| last_indexed |
2025-12-02T09:16:04Z |
| _version_ |
1850862080841744384 |