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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| Date: | 1998 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1998
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| 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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