On the exit from a finite interval for the risk processes with stochastic premiums

dc.contributor.author	Gusak, D.V.
dc.contributor.author	Karnaukh, E.V.
dc.date.accessioned	2009-11-09T15:33:32Z
dc.date.available	2009-11-09T15:33:32Z
dc.date.issued	2005
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4427
dc.description.abstract	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.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	On the exit from a finite interval for the risk processes with stochastic premiums	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21