Ruin problem for an inhomogeneous semicontinuous integer-valued process

DOI10.1007/BF02529636zbMath0972.60034OpenAlexW2019056936MaRDI QIDQ2722125

Dmytro Gusak

Publication date: 11 July 2001

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02529636

zbMATH Keywords

random walkPoisson processruin problem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50) Boundary theory for Markov processes (60J50)

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