Behavior of risk processes with random premiums after ruin and a multivariate ruin function

We establish relations for the distribution of functionals associated with the behavior of a risk process with random premiums after ruin and for a multivariate ruin function.

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Bibliographic Details
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/3405
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Summary:We establish relations for the distribution of functionals associated with the behavior of a risk process with random premiums after ruin and for a multivariate ruin function.