On some characteristics of the claim surplus process

MaRDI QIDQ5324903zbMATH OpenFDO

Authors D. V. Gusak

Publication date 8 August 2009

zbMATH Keywords

sojourn timerisk reserve processsurvival zoneclaim surplus processmultivariate ruin functionred zone

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Recommendations

• On the distribution of the surplus prior to ruin
• Some results for the compound Poisson process that is perturbed by diffusion
• On the distribution of the claim causing ruin
• On the Distribution of the Surplus Prior and at Ruin
• Exact and approximate properties of the distribution of surplus before and after ruin

Cited in

(1)

• Some characteristics of a surplus process in the presence of an upper barrier.

This page was built for publication: On some characteristics of the claim surplus process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5324903)