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...
Saved in:
| Published in: | Український математичний журнал |
|---|---|
| Date: | 2013 |
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2013
|
| Subjects: | |
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/165330 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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. |