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...
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| Date: | 2008 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4535 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862575502761394176 |
|---|---|
| author | Gusak, D. |
| author_facet | Gusak, D. |
| 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. |
| collection | DSpace DC |
| 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.
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| first_indexed | 2025-11-26T12:29:59Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4535 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-26T12:29:59Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Gusak, D. 2009-11-25T11:02:52Z 2009-11-25T11:02:52Z 2008 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 https://nasplib.isofts.kiev.ua/handle/123456789/4535 519.21 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. This article was partly supported by Deutshe Forschungsgemeinschaft. en Інститут математики НАН України On some characteristics of the claim surplus process Article published earlier |
| spellingShingle | On some characteristics of the claim surplus process Gusak, D. |
| title | 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_short | On some characteristics of the claim surplus process |
| title_sort | on some characteristics of the claim surplus process |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4535 |
| work_keys_str_mv | AT gusakd onsomecharacteristicsoftheclaimsurplusprocess |