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
Gusak, D. 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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