Behavior of classical risk processes after ruin and a multivariate ruin function
We establish relations for the distribution of functionals associated with the behavior of a classical risk process after ruin and a multivariate ruin function.
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| Datum: | 2007 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2007
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/3393 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | We establish relations for the distribution of functionals associated with the behavior of a classical risk process after ruin and a multivariate ruin function. |
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