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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| Date: | 2006 |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2006
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4454 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862732142641938432 |
|---|---|
| author | Chernecky, V. |
| author_facet | Chernecky, V. |
| 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. |
| collection | DSpace DC |
| 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.
|
| first_indexed | 2025-12-07T19:29:48Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4454 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T19:29:48Z |
| publishDate | 2006 |
| publisher | Інститут математики НАН України |
| 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 |
| spellingShingle | Exact non-ruin probabilities in infinite time Chernecky, V. |
| title | 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_short | Exact non-ruin probabilities in infinite time |
| title_sort | exact non-ruin probabilities in infinite time |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4454 |
| work_keys_str_mv | AT cherneckyv exactnonruinprobabilitiesininfinitetime |