Ruin problem for an inhomogeneous semicontinuous integer-valued process

• Datum: 2000
• Hauptverfasser: Gusak, D. V., Гусак, Д. В.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2000
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/4409
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

For a process ξ(t = ξ1(t)+χ(t), t≥0, ξ(0) = 0, inhomogeneous with respect to time, we investigate the ruin problem associated with the corresponding random walk in a finite interval, (here, ξ1 (t) is a homogeneous Poisson process with positive integer-valued jumps and χ(t) is an inhomogeneous lower-...