On some characteristics of the claim surplus process
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
On some characteristics of the claim surplus process
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| Creator |
Gusak, D.
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| Description |
The distribution of characteristics, which describes the behaviour of the claim surplus process after the ruin, is investigated and compared with some previous results on distributions of risk functionals. Main attention is given to total durations of a sojourn time for risk processes in a risk (red) zone and in a survival (green) zone.
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| Date |
2009-11-25T11:02:52Z
2009-11-25T11:02:52Z 2008 |
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| Type |
Article
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| Identifier |
On some characteristics of the claim surplus process / D. Gusak // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 49–59. — Бібліогр.: 14 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4535 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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