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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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Bibliographic Details
Date:	2008
Main Author:	Gusak, D.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2008
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

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