Ruin problem for an inhomogeneous semicontinuous integer-valued process

• Date: 2000
• Main Authors: Gusak, D. V., Гусак, Д. В.
• Format: Article
• Language: Ukrainian; English
• Published: Institute of Mathematics, NAS of Ukraine 2000
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/4409
• Journal Title: 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-...