Abstract
In this paper we consider the ruin probability for a storage process. This
process has two phases, the inflow phase and the outflow one, and the switchover of
which is controlled by a certain storage level. In these phases the storage increases
or decreases at each rate dependent on the present level. Furthermore the large scale
demand for the system may happen in both phases according to Poisson process. The
limiting probability distribution for the storage level and the ruin probability are given
by the solution of a system of renewal equations.
