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A continuity theorem in the ruin problem.
- Source :
-
Siberian Mathematical Journal . Jul2011, Vol. 52 Issue 4, p602-611. 10p. - Publication Year :
- 2011
-
Abstract
- For a random walk, we prove a continuity theorem for the exit time from a strip containing the abscissa axis, including the case of the exit time from a strip through an a priori chosen boundary. In particular, we compute the ruin probabilities for two classes of centered distributions. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00374466
- Volume :
- 52
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- Siberian Mathematical Journal
- Publication Type :
- Academic Journal
- Accession number :
- 64588434
- Full Text :
- https://doi.org/10.1134/S0037446611040057