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

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