Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level

被引：0
作者：
E. V. Karnaukh
机构：
[1] Kyiv National University of Trade and Economics,
来源：
Ukrainian Mathematical Journal | 2010年 / 62卷
关键词：
Markov Chain; Scalar Case; Absolute Maximum; Risk Process; Ukrainian National Academy;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We consider almost semicontinuous processes defined on a Markov chain and obtain representations for the generatrices of the absolute maximum upon attainment of a positive level and the recovery time. Modified processes with two-step intensities of negative jumps are investigated.
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页码：87 / 96
页数：9
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