Exact non-ruin probabilities in arithmetic case

• Дата: 2008
• Автор: Chernecky, V.
• Формат: Стаття
• Мова: English
• Опубліковано: Інститут математики НАН України 2008
• Онлайн доступ: http://dspace.nbuv.gov.ua/handle/123456789/4567
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Цитувати: Exact non-ruin probabilities in arithmetic case / V. Chernecky // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 39-52. — Бібліогр.: 6 назв.— англ.

Using the Wiener-Hopf method, for the model with arithmetic distributions of waiting times Ti and claims Zi in ordinary renewal process, an exact non-ruin probabilities for an insurance company in terms of the factorization of the symbol of the discrete Feller-Lundberg equation, are obtained. The de...