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.

引用

页码：1653 / 1667

页数：14

共 50 条

[1] Behavior of classical risk processes after ruin and a multivariate ruin function
Husak D.V.
Ukrainian Mathematical Journal, 2007, 59 (10) : 1501 - 1516
[2] Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment
Delsing, G. A.
Mandjes, M. R. H.
Spreij, P. J. C.
Winands, E. M. M.
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2020, 22 (03) : 927 - 948
[3] Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment
G. A. Delsing
M. R. H. Mandjes
P. J. C. Spreij
E. M. M. Winands
Methodology and Computing in Applied Probability, 2020, 22 : 927 - 948
[4] RUIN PROBABILITY FOR DISCRETE RISK PROCESSES
Tuden, Ivana Gecek
STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA, 2019, 56 (04) : 420 - 439
[5] RUIN PROBLEM FOR A CLASS OF RISK PROCESSES PERTURBED BY DIFFUSION
Si Jiandong 1
AppliedMathematics:AJournalofChineseUniversities, 2002, (04) : 435 - 441
[6] Ruin problem for a class of risk processes perturbed by diffusion
Si J.
Wang Z.
Wang G.
Applied Mathematics-A Journal of Chinese Universities, 2002, 17 (4) : 435 - 441
[7] Nonparametric estimation of the ruin probability for generalized risk processes
Bening, VE
Korolev, VY
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2002, 47 (01) : 1 - 16
[8] Ruin probabilities in the risk process with random income
Zhen-hua Bao
Zhong-xing Ye
Acta Mathematicae Applicatae Sinica, English Series, 2008, 24 : 195 - 202
[9] Ruin probabilities in the risk process with random income
Bao, Zhen-hua
Ye, Zhong-xing
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2008, 24 (02): : 195 - 202
[10] Ruin Probabilities in the Risk Process with Random Income
Zhen-hua Bao~1 Zhong-xing Ye~2 ~1School of Mathematics
Acta Mathematicae Applicatae Sinica, 2008, (02) : 195 - 202

← 1 2 3 4 5 →