2017
Том 69
№ 7

All Issues

Conditions for balance between survival and ruin

Gusak D. V.

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Abstract

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 estimates under these conditions.

English version (Springer): Ukrainian Mathematical Journal 64 (2012), no. 7, pp 1128-1135.

Citation Example: Gusak D. V. Conditions for balance between survival and ruin // Ukr. Mat. Zh. - 2012. - 64, № 7. - pp. 988-993.

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