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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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Datum:	1998
Hauptverfasser:	Gusak, D. V., Гусак, Д. В.
Format:	Artikel
Sprache:	Ukrainisch Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 1998
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/4828
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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