Аннотация:
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.
Ключевые слова:
Claim surplus process, risk reserve process; sojourn time in red zone and in
survival zone; multivariate and marginal ruin functions.
Полный текст:
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