Ruin problem for a generalized Poisson process with reflection

• Datum: 2005
• Hauptverfasser: Bratiichuk, N. S., Lukovych, O. V., Братійчук, М. С., Лукович, О. В.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2005
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3701
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...