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