Behavior of classical risk processes after ruin and a multivariate ruin function
AbstractWe establish relations for the distribution of functionals associated with the behavior of a classical risk process after ruin and a multivariate ruin function.
How to Cite
Gusak, D. V. “Behavior of Classical Risk Processes After Ruin and a Multivariate Ruin Function”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, no. 10, Oct. 2007, pp. 1339–1352, https://umj.imath.kiev.ua/index.php/umj/article/view/3393.