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.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 11, pp. 1473–1484, November, 2007.
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Husak, D.V. Behavior of risk processes with random premiums after ruin and a multivariate ruin function. Ukr Math J 59, 1653–1667 (2007). https://doi.org/10.1007/s11253-008-0017-8
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DOI: https://doi.org/10.1007/s11253-008-0017-8