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On some characteristics of the claim surplus process
Репозиторій DSpace/Manakin
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On some characteristics of the claim surplus process
УДК:
519.21
Посилання:
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.
Підтримка:
This article was partly supported by Deutshe Forschungsgemeinschaft.
Дата:
2008
Переглядів:
876
Завантажень:
564
Анотація:
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.
