Exact non-ruin probabilities in infinite time
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Exact non-ruin probabilities in infinite time
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| Creator |
Chernecky, V.
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| Description |
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 |
2009-11-11T15:18:09Z
2009-11-11T15:18:09Z 2006 |
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| Type |
Article
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| Identifier |
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.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4454 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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