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It is also known that the function of non-bankruptcy probability \\(\\phi(u)=Pr\\{\\xi_t\\geq0\\;\\forall t\\geq0\\}\\) satisfies, for the initial capital \\(u\\), the following integral equation  \\[  \\phi(u)=\\int_0^\\infty \\alpha e^{-\\alpha t}\\int_0^{u+ct} \\phi(u+ct-z)dF(z)\\,dt,\\quad \\phi(u)=0\\;\\text{ for }u<0\\quad\\text{and }\\phi(\\infty)=1. \\]  This can be put in the form  \\[ \\phi(u)=1-\\frac{\\alpha\\mu}{c}+\\frac{\\alpha}{c} \\int_0^u \\phi(u-z)(1-F(z))\\,dz.\\tag{\\(*\\)}  \\]  In his earlier work [Theory of optimal solutions, No. 2, V. M. Glushkov Inst. 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