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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Дата:2006
Автор: Chernecky, V.
Формат: Стаття
Мова:English
Опубліковано: Інститут математики НАН України 2006
Онлайн доступ:https://nasplib.isofts.kiev.ua/handle/123456789/4454
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
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.

Репозитарії

Digital Library of Periodicals of National Academy of Sciences of Ukraine
id nasplib_isofts_kiev_ua-123456789-4454
record_format dspace
spelling Chernecky, V.
2009-11-11T15:18:09Z
2009-11-11T15:18:09Z
2006
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
https://nasplib.isofts.kiev.ua/handle/123456789/4454
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.
en
Інститут математики НАН України
Exact non-ruin probabilities in infinite time
Article
published earlier
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
title Exact non-ruin probabilities in infinite time
spellingShingle Exact non-ruin probabilities in infinite time
Chernecky, V.
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
author Chernecky, V.
author_facet Chernecky, V.
publishDate 2006
language English
publisher Інститут математики НАН України
format Article
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.
issn 0321-3900
url https://nasplib.isofts.kiev.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.
work_keys_str_mv AT cherneckyv exactnonruinprobabilitiesininfinitetime
first_indexed 2025-12-07T19:29:48Z
last_indexed 2025-12-07T19:29:48Z
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