2017
Том 69
№ 9

All Issues

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

Gusak D. V.

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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.

English version (Springer): Ukrainian Mathematical Journal 59 (2007), no. 11, pp 1653-1667.

Citation Example: Gusak D. V. Behavior of risk processes with random premiums after ruin and a multivariate ruin function // Ukr. Mat. Zh. - 2007. - 59, № 11. - pp. 1473–1484.

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