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

DOI:
https://doi.org/10.1090/S0094-9000-05-00614-9

Published electronically:
February 7, 2005

MathSciNet review:
2110905

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Abstract | References | Similar Articles | Additional Information

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:
https://doi.org/10.1090/S0094-9000-05-00614-9

Received by editor(s):
October 14, 2002

Published electronically:
February 7, 2005

Article copyright:
© Copyright 2005
American Mathematical Society