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Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN 1547-7363(online) ISSN 0094-9000(print)

An exact solution of the risk equation with a step current reserve function


Author: D. P. Kerekesha
Translated by: Oleg Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 69 (2003).
Journal: Theor. Probability and Math. Statist. 69 (2004), 61-66
MSC (2000): Primary 62P05; Secondary 42B30
Published electronically: February 7, 2005
MathSciNet review: 2110905
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Abstract: We obtain explicitly the solution of the risk equation for a step current reserve function.


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Additional Information

D. P. Kerekesha
Affiliation: Department of Probability Theory and Mathematical Statistics, Faculty for Mechanics and Mathematics, Kyiv National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine

DOI: http://dx.doi.org/10.1090/S0094-9000-05-00614-9
PII: S 0094-9000(05)00614-9
Received by editor(s): October 14, 2002
Published electronically: February 7, 2005
Article copyright: © Copyright 2005 American Mathematical Society