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 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2006
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| Online Access: | http://dspace.nbuv.gov.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. |