Conditions for balance between survival and ruin

  • D. V. Gusak


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.
How to Cite
GusakD. V. “Conditions for Balance Between Survival and Ruin”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 64, no. 7, July 2012, pp. 988-93,
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