Conditions for balance between survival and ruin

  • D. V. Gusak

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.
Published
25.07.2012
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, http://umj.imath.kiev.ua/index.php/umj/article/view/2633.
Section
Short communications