Exact non-ruin probabilities in arithmetic case
Using the Wiener-Hopf method, for the model with arithmetic distributions of waiting times Ti and claims Zi in ordinary renewal process, an exact non-ruin probabilities for an insurance company in terms of the factorization of the symbol of the discrete Feller-Lundberg equation, are obtained. The de...
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| Datum: | 2008 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2008
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4567 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Exact non-ruin probabilities in arithmetic case / V. Chernecky // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 39-52. — Бібліогр.: 6 назв.— англ. |