Projective method for the equation of risk theory in the arithmetic case
We consider a discrete model of operation of an insurance company whose initial capital can take any integer value. In this statement, the problem of nonruin probability is naturally solved by the Wiener – Hopf method. Passing to generating functions and reducing the fundamental equation of risk t...
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| Veröffentlicht in: | Український математичний журнал |
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| Datum: | 2013 |
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2013
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| Schlagworte: | |
| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/165330 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Projective method for the equation of risk theory in the arithmetic case / V.A. Chernecky // Український математичний журнал. — 2013. — Т. 65, № 4. — С. 565-582. — Бібліогр.: 17 назв. — англ. |