Conditions for balance between survival and ruin

• Дата: 2012
• Автори: Gusak, D. V., Гусак, Д. В.
• Формат: Стаття
• Мова: Українська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2012
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/2633
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

Let $\xi_t$ be a classic risk process or a risk process with stochastic premiums. We establish conditions for balance between ruin and survival in the case of zero initial capital $u = 0$ (ruin probability $q_{+} = \psi(0) = 1/2$, survival probability $p_{+} = 1 — q_{+} = 1/2$) and determine premium...