On some characteristics of the claim surplus process
The distribution of characteristics, which describes the behaviour of the claim surplus process after the ruin, is investigated and compared with some previous results on distributions of risk functionals. Main attention is given to total durations of a sojourn time for risk processes in a risk (red...
Збережено в:
| Дата: | 2008 |
|---|---|
| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2008
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4535 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | On some characteristics of the claim surplus process / D. Gusak // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 49–59. — Бібліогр.: 14 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4535 |
|---|---|
| record_format |
dspace |
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irk-123456789-45352009-11-26T12:00:34Z On some characteristics of the claim surplus process Gusak, D. The distribution of characteristics, which describes the behaviour of the claim surplus process after the ruin, is investigated and compared with some previous results on distributions of risk functionals. Main attention is given to total durations of a sojourn time for risk processes in a risk (red) zone and in a survival (green) zone. 2008 Article On some characteristics of the claim surplus process / D. Gusak // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 49–59. — Бібліогр.: 14 назв.— англ. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4535 519.21 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
The distribution of characteristics, which describes the behaviour of the claim surplus process after the ruin, is investigated and compared with some previous results on distributions of risk functionals. Main attention is given to total durations of a sojourn time for risk processes in a risk (red) zone and in a survival (green) zone. |
| format |
Article |
| author |
Gusak, D. |
| spellingShingle |
Gusak, D. On some characteristics of the claim surplus process |
| author_facet |
Gusak, D. |
| author_sort |
Gusak, D. |
| title |
On some characteristics of the claim surplus process |
| title_short |
On some characteristics of the claim surplus process |
| title_full |
On some characteristics of the claim surplus process |
| title_fullStr |
On some characteristics of the claim surplus process |
| title_full_unstemmed |
On some characteristics of the claim surplus process |
| title_sort |
on some characteristics of the claim surplus process |
| publisher |
Інститут математики НАН України |
| publishDate |
2008 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4535 |
| citation_txt |
On some characteristics of the claim surplus process / D. Gusak // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 49–59. — Бібліогр.: 14 назв.— англ. |
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2023-03-24T08:30:36Z |
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2023-03-24T08:30:36Z |
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