Geodesic
On ruin problems for a~compound Poisson process
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 382-384

Voir la notice de l'article provenant de la source Math-Net.Ru

Solutions of ruin problems are given by using the potential and the resolvent of a compound Poisson process on the semi-axis. 
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     author = {V. S. Korolyuk},
     title = {On ruin problems for a~compound {Poisson} process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     volume = {20},
     number = {2},
     year = {1975},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a11/}
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V. S. Korolyuk. On ruin problems for a~compound Poisson process. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 382-384. http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a11/