5 citations · 7 across the 3 of their papers we have counts for
3 papers
math.PR2013
The unified form of Pollaczek--Khinchine formula for Lévy processes with matrix-exponential negative jumps
Dmytro Gusak, Ievgen Karnaukh
For Lévy processes with matrix-exponential negative jumps, the unified form of the Pollaczek-Khinchine formula is established.
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…