Limit behavior of the distribution of the ruin moment of a modified risk process
For modified risk process with instantaneous reflection at the point $B > 0$ under which the considered process $$\zeta(t) = \zeta_{B, \mu}(t),\; \zeta(0) = u,\; 0 \leq u \leq B,$$ returns in the initial state $u$, we investigate the limit behavior of generating function of the first ruin m...
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| Date: | 1999 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1999
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4672 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860510826781212672 |
|---|---|
| author | Gusak, D. V. Гусак, Д. В. |
| author_facet | Gusak, D. V. Гусак, Д. В. |
| author_sort | Gusak, D. V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T21:11:00Z |
| description | For modified risk process with instantaneous reflection at the point $B > 0$ under which the considered process
$$\zeta(t) = \zeta_{B, \mu}(t),\; \zeta(0) = u,\; 0 \leq u \leq B,$$
returns in the initial state $u$, we investigate the limit behavior of generating function of the first ruin moment as $u \rightarrow B$ and $B \rightarrow \infty$.
|
| first_indexed | 2026-03-24T03:03:10Z |
| format | Article |
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| id | umjimathkievua-article-4672 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T03:03:10Z |
| publishDate | 1999 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/e9/601a56fa1668cd869204fd7535fd1de9.pdf |
| spelling | umjimathkievua-article-46722020-03-18T21:11:00Z Limit behavior of the distribution of the ruin moment of a modified risk process Гранична поведінка розподілу моменту руйнації модифікованого процесу ризику Gusak, D. V. Гусак, Д. В. For modified risk process with instantaneous reflection at the point $B > 0$ under which the considered process $$\zeta(t) = \zeta_{B, \mu}(t),\; \zeta(0) = u,\; 0 \leq u \leq B,$$ returns in the initial state $u$, we investigate the limit behavior of generating function of the first ruin moment as $u \rightarrow B$ and $B \rightarrow \infty$. Для модифікованого процесу ризику з ми ітєвим відбиттям в точці $B > 0$, при якому розглядуваний процес $$\zeta(t) = \zeta_{B, \mu}(t),\; \zeta(0) = u,\; 0 \leq u \leq B,$$ повертається в початковий стан $u$, досліджено граничну поведінку генератриси моменту першої руйнації при $u \rightarrow B$ та $B \rightarrow \infty$. Institute of Mathematics, NAS of Ukraine 1999-06-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4672 Ukrains’kyi Matematychnyi Zhurnal; Vol. 51 No. 6 (1999); 847–853 Український математичний журнал; Том 51 № 6 (1999); 847–853 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/4672/6046 https://umj.imath.kiev.ua/index.php/umj/article/view/4672/6047 Copyright (c) 1999 Gusak D. V. |
| spellingShingle | Gusak, D. V. Гусак, Д. В. Limit behavior of the distribution of the ruin moment of a modified risk process |
| title | Limit behavior of the distribution of the ruin moment of a modified risk process |
| title_alt | Гранична поведінка розподілу моменту руйнації модифікованого процесу
ризику |
| title_full | Limit behavior of the distribution of the ruin moment of a modified risk process |
| title_fullStr | Limit behavior of the distribution of the ruin moment of a modified risk process |
| title_full_unstemmed | Limit behavior of the distribution of the ruin moment of a modified risk process |
| title_short | Limit behavior of the distribution of the ruin moment of a modified risk process |
| title_sort | limit behavior of the distribution of the ruin moment of a modified risk process |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4672 |
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