2019
Том 71
№ 9

All Issues

Ruin problem for an inhomogeneous semicontinuous integer-valued process

Gusak D. V.

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Abstract

For a process ξ(t = ξ1(t)+χ(t), t≥0, ξ(0) = 0, inhomogeneous with respect to time, we investigate the ruin problem associated with the corresponding random walk in a finite interval, (here, ξ1 (t) is a homogeneous Poisson process with positive integer-valued jumps and χ(t) is an inhomogeneous lower-semicontinuous process with integer-valued jumps ξ n ≥-1).

English version (Springer): Ukrainian Mathematical Journal 52 (2000), no. 2, pp 234-248.

Citation Example: Gusak D. V. Ruin problem for an inhomogeneous semicontinuous integer-valued process // Ukr. Mat. Zh. - 2000. - 52, № 2. - pp. 208-219.

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