Projective method for equation of risk theory in the arithmetic case

• Дата: 2013
• Автори: Chernetskii, V. A., Чернецький, В. А.
• Формат: Стаття
• Мова: Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2013
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/2440
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...