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Ruin problem for an inhomogeneous semicontinuous integer-valued process

  • D. V. Gusak
Article
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Abstract

For a process ξ(t = ξ1(t)+χ(t), t≥0, ξ(0) = 0, inhomogeneous with respect to time, we investigate the ruin problem associated with the corresponding random walk in a finite interval, (here, ξ1 (t) is a homogeneous Poisson process with positive integer-valued jumps and χ(t) is an inhomogeneous lower-semicontinuous process with integer-valued jumps ξ n ≥-1).

Keywords

Random Walk Poisson Process Renewal Process Stochastic Representation Independent Increment 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Kluwer Academic/Plenum Publishers 2000

Authors and Affiliations

  • D. V. Gusak

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