Limit behavior of the distribution of the ruin moment of a modified risk process

  • D. V. Gusak

Abstract

For modified risk process with instantaneous reflection at the point B>0 under which the considered process ζ(t)=ζB,μ(t),ζ(0)=u,0uB, returns in the initial state u, we investigate the limit behavior of generating function of the first ruin moment as uB and B.
Published
25.06.1999
How to Cite
Gusak, D. V. “Limit Behavior of the Distribution of the Ruin Moment of a Modified Risk Process”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 51, no. 6, June 1999, pp. 847–853, https://umj.imath.kiev.ua/index.php/umj/article/view/4672.
Section
Short communications