5 citations · 7 across the 2 of their papers we have counts for
2 papers
math.PR2009★ 2 cited
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 is considered. The conditional characteristic functions of the jumps of have the form $\mathrm{E} [ e^{iαξ_k}/…
math.PR2009★ 5 cited
Matrix factorization identity for almost semi-continuous processes on a Markov chain
D. V. Gusak, E. V. Karnaukh
In this article almost semi-continuous processes with stationary independent increments on a finite irreducible Markov chain are considered. For these processes the components of m…