Behavior of risk processes with random premiums after ruin and a multivariate ruin function |
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Authors: | D. V. Husak |
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Affiliation: | (1) Institute of Mathematics, Ukrainian Academy of Sciences, Kyiv, Ukraine |
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Abstract: | 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. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 11, pp. 1473–1484, November, 2007. |
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