Exact non-ruin probabilities in infinite time
Using the Wiener-Hopf method, for the fundamental equation of the risk theory it is obtained an exact solution in terms of the Fourier transforms and factorization.
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| Видавець: | Інститут математики НАН України |
|---|---|
| Дата: | 2006 |
| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2006
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4454 |
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| Цитувати: | Exact non-ruin probabilities in infinite time / V. Chernecky // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 20–25. — Бібліогр.: 3 назв.— англ. |
Репозиторії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4454 |
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dspace |
| spelling |
irk-123456789-44542009-11-12T12:00:31Z Exact non-ruin probabilities in infinite time Chernecky, V. Using the Wiener-Hopf method, for the fundamental equation of the risk theory it is obtained an exact solution in terms of the Fourier transforms and factorization. 2006 Article Exact non-ruin probabilities in infinite time / V. Chernecky // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 20–25. — Бібліогр.: 3 назв.— англ. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4454 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
Using the Wiener-Hopf method, for the fundamental equation of the risk theory it is obtained an exact solution in terms of the Fourier transforms and factorization. |
| format |
Article |
| author |
Chernecky, V. |
| spellingShingle |
Chernecky, V. Exact non-ruin probabilities in infinite time |
| author_facet |
Chernecky, V. |
| author_sort |
Chernecky, V. |
| title |
Exact non-ruin probabilities in infinite time |
| title_short |
Exact non-ruin probabilities in infinite time |
| title_full |
Exact non-ruin probabilities in infinite time |
| title_fullStr |
Exact non-ruin probabilities in infinite time |
| title_full_unstemmed |
Exact non-ruin probabilities in infinite time |
| title_sort |
exact non-ruin probabilities in infinite time |
| publisher |
Інститут математики НАН України |
| publishDate |
2006 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4454 |
| citation_txt |
Exact non-ruin probabilities in infinite time / V. Chernecky // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 20–25. — Бібліогр.: 3 назв.— англ. |
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AT cherneckyv exactnonruinprobabilitiesininfinitetime |
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2023-03-24T08:30:14Z |
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2023-03-24T08:30:14Z |
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