On the first ruin moment for a modified risk process with immediate reflection

Authors

  • D. V. Gusak

Abstract

For a modified risk process with immediate reflection downward, we establish relations for an integral transformation of its characteristic function and the corresponding transformation of the limit distribution of the considered process under ergodicity conditions. The distribution is obtained for the first ruin moment of the introduced risk process.

Published

25.10.1998

Issue

Section

Short communications

How to Cite

Gusak, D. V. “On the First Ruin Moment for a Modified Risk Process With Immediate Reflection”. Ukrains’kyi Matematychnyi Zhurnal, vol. 50, no. 10, Oct. 1998, pp. 1419–1425, https://umj.imath.kiev.ua/index.php/umj/article/view/4828.