EXACT NON-RUIN PROBABILITIES IN INFINITE TIME
VASILY CHERNECKYTheory of Stochastic Processes Vol. 12 (28), no. 3–4, 2006, pp. 20–25
Using the Wiener-Hopf method, for the fundamental equation of the risk theory it is obtained an exact solution in terms of the Fourier transforms and factorization.
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