Наукова електронна бібліотека
періодичних видань НАН України
періодичних видань НАН України
On some characteristics of the claim surplus process
Репозиторій DSpace/Manakin
JavaScript is disabled for your browser. Some features of this site may not work without it.
| dc.contributor.author | Gusak, D. | |
| dc.date.accessioned | 2009-11-25T11:02:52Z | |
| dc.date.available | 2009-11-25T11:02:52Z | |
| dc.date.issued | 2008 | |
| dc.identifier.citation | 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. | en_US |
| dc.identifier.issn | 0321-3900 | |
| dc.identifier.uri | http://dspace.nbuv.gov.ua/handle/123456789/4535 | |
| dc.description.abstract | 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. | en_US |
| dc.description.sponsorship | This article was partly supported by Deutshe Forschungsgemeinschaft. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Інститут математики НАН України | en_US |
| dc.title | On some characteristics of the claim surplus process | en_US |
| dc.type | Article | en_US |
| dc.status | published earlier | en_US |
| dc.identifier.udc | 519.21 |
