  Dealing with compound renewal process with generally distributed jump sizes
and inter-renewal intervals, we focus on the approximation for the
fixed-probability level, which is the core of inverse level crossing problem.
We are developing an analytical technique presented in [15]-[17] and based on
Kendall's identity; this yields (see [18]) inverse Gaussian approximation in
the direct level crossing problem. These issues are of great importance in risk
theory.
