On the exit from a finite interval for the risk processes with stochastic premiums

  • D. V. Gusak, E. V. Karnaukh
In this article the almost semi-continuous step-process ξ(t) is considered. The conditional characteristic functions of the jumps of ξ(t) have the form E ˆ e iαξ k /ξ k > 0 ˜ = c(c − iα) −1. For such processes the boundary functionals connected with the exit from the finite interval are investigated. The problems on the exit from the finite interval for the… CONTINUE READING