### ON THE EXIT FROM A FINITE INTERVAL FOR THE RISK PROCESSES WITH STOCHASTIC PREMIUMS

**D. V. GUSAK AND E. V. KARNAUKH**

*Theory of Stochastic Processes Vol. 11 (27), no. 3–4, 2005, pp. 71–81*

We consider the almost semicontinuous step-process $\xi(t)$. The conditional characteristic functions of the jumps of $\xi(t)$ have the form $E[e^{i\alpha \xi_k}/\xi_k>0]=c(c-i\alpha)^{-1}$. For such processes, the boundary functionals related to the exit from a finite interval are investigated.

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