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TRANSIENT SOLUTION FOR A SIMPLE IMMIGRATION BIRTH–DEATH CATASTROPHE PROCESS

Published online by Cambridge University Press:  16 April 2004

E. G. Kyriakidis
E. G. Kyriakidis
Affiliation:
Department of Statistics and Actuarial Science, University of the Aegean, Karlovassi, 83200 Samos, Greece, E-mail: kyriak@aegean.gr
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Abstract

In this note, we consider a simple immigration birth–death process with total catastrophes and we obtain the transient probabilities. Our approach involves a renewal argument. It is comparatively simpler and leads to more elegant expressions than other approaches that appeared in the literature recently.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 18 , Issue 2 , April 2004 , pp. 233 - 236
Copyright
© 2004 Cambridge University Press

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References

REFERENCES

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