TRANSIENT SOLUTION FOR A SIMPLE IMMIGRATION BIRTH–DEATH CATASTROPHE PROCESS

  • Authors:

  • E. G. Kyriakidis

  • Affiliations:

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

  • Venue:
  • Probability in the Engineering and Informational Sciences
  • Year:
  • 2004

Quantified Score

Hi-index 0.00

Visualization

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.