Projective method for equation of risk theory in the arithmetic case

• Datum: 2013
• Hauptverfasser: Chernetskii, V. A., Чернецький, В. А.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2013
• Online Zugang: 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...