On some characteristics of the claim surplus process

zbMATH Open1194.91093MaRDI QIDQ5324903FDOQ5324903

Authors: D. V. Gusak 

Publication date: 8 August 2009

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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)

Cited In (1)

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

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