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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| Date: | 2005 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2005
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3701 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |