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Ruin problem for a generalized Poisson process with reflection

We consider a generalized Poisson process with reflection at the level T > 0. Under certain conditions on the distribution of the values of positive jumps of the process, we obtain representations for the characteristic functions of functionals associated with the exit of the indicated proces...

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Bibliographic Details
Date:	2005
Main Authors:	Bratiichuk, N. S., Lukovych, O. V., Братійчук, М. С., Лукович, О. В.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2005
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3701
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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