Projective method for 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 the...

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Bibliographic Details
Date:2013
Main Authors: Chernetskii, V. A., Чернецький, В. А.
Format: Article
Language:English
Published: Institute of Mathematics, NAS of Ukraine 2013
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/2440
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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