The extinction time of a general birth and death process with catastrophes

Abstract

The Laplace transform of the extinction time is determined for a general birth and death process with arbitrary catastrophe rate and catastrophe size distribution. It is assumed only that the birth rates satisfy λ 0 = 0, λ j > 0 for each j > 0, and . Necessary and sufficient conditions for certain extinction of the population are derived. The results are applied to the linear birth and death process (λ j = jλ, µj = jμ) with catastrophes of several different types.