On the exit from a finite interval for the risk processes with stochastic premiums
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
On the exit from a finite interval for the risk processes with stochastic premiums
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| Creator |
Gusak, D.V.
Karnaukh, E.V. |
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| Description |
We consider the almost semicontinuous step-process ξ(t). The conditional characteristic functions of the jumps of ξ(t) have the form E [eiαξk /ξk > 0] = c(c − iα)−1. For such processes, the boundary functionals related to the exit from a finite interval are investigated. |
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| Date |
2009-11-09T15:33:32Z
2009-11-09T15:33:32Z 2005 |
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| Type |
Article
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| Identifier |
On the exit from a finite interval for the risk processes with stochastic premiums / D.V. Gusak, E.V. Karnaukh // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 71–81. — Бібліогр.: 11 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4427 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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