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On the first ruin moment for a modified risk process with immediate reflection

For a modified risk process with immediate reflection downward, we establish relations for an integral transformation of its characteristic function and the corresponding transformation of the limit distribution of the considered process under ergodicity conditions. The distribution is obtained for...

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Bibliographic Details
Date:	1998
Main Authors:	Gusak, D. V., Гусак, Д. В.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 1998
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4828
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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