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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| Date: | 2007 |
|---|---|
| Main Authors: | Gusak, D. V., Гусак, Д. В. |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2007
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3393 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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