Malinovskii, Vsevolod K. - In: Risks 2 (2014) 3, pp. 249-259
In a diffusion model of risk, we focus on the initial capital needed to make the probability of ruin within finite time equal to a prescribed value. It is defined as a solution of a nonlinear equation. The endeavor to write down and to investigate analytically this solution as a function of the...
