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

被引：0
|
作者：
Husak D.V. [1 ]
机构：
[1] Institute of Mathematics, Ukrainian Academy of Sciences, Kyiv
来源：
Ukrainian Mathematical Journal | 2007年 / 59卷 / 11期
关键词：
Risk Process; Homogeneous Process; Independent Increment; Atomic Relation; Ruin Probability;
D O I：
10.1007/s11253-008-0017-8
中图分类号：
学科分类号：
摘要：
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. © 2007 Springer Science+Business Media, Inc.
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收藏
页码：1653 / 1667
页数：14
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