{
  "id": "0909.1191",
  "version": "v1",
  "published": "2009-09-07T09:50:24.000Z",
  "updated": "2009-09-07T09:50:24.000Z",
  "title": "On the exit from a finite interval for the risk processes with stochastic premiums",
  "authors": [
    "D. V. Gusak",
    "E. V. Karnaukh"
  ],
  "comment": "11 pages",
  "journal": "Theory of Stochastic Processes, Vol. 11 (27), no. 3-4, 2005, pp.71-81",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this article the almost semi-continuous step-process $\\xi (t)$ is considered. The conditional characteristic functions of the jumps of $\\xi (t)$ have the form $\\mathrm{E} [ e^{i\\alpha \\xi_k}/\\xi_k>0 ]=c(c-i\\alpha)^{-1}$. For such processes the boundary functionals connected with the exit from the finite interval are investigated.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-09-07T09:50:24.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "finite interval",
      "stochastic premiums",
      "risk processes",
      "conditional characteristic functions",
      "semi-continuous step-process"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 11,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0909.1191G"
    }
  }
}