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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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Datum:	2005
Hauptverfasser:	Gusak, D.V., Karnaukh, E.V.
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Інститут математики НАН України 2005
Online Zugang:	https://nasplib.isofts.kiev.ua/handle/123456789/4427
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren:	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

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