Ruin problem for a generalized Poisson process with reflection

  • N. S. Bratiichuk
  • O. V. Lukovych

Abstract

We consider a generalized Poisson process with reflection at the level T > 0. Under certain conditions on the distribution of the values of positive jumps of the process, we obtain representations for the characteristic functions of functionals associated with the exit of the indicated process to the negative semiaxis.
Published
25.11.2005
How to Cite
BratiichukN. S., and LukovychO. V. “Ruin Problem for a Generalized Poisson Process With Reflection”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, no. 11, Nov. 2005, pp. 1465–1475, https://umj.imath.kiev.ua/index.php/umj/article/view/3701.
Section
Research articles