Limit behavior of the distribution of the ruin moment of a modified risk process
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,0≤u≤B, returns in the initial state u, we investigate the limit behavior of generating function of the first ruin moment as u→B 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.
Issue
Section
Short communications