Behavior of classical risk processes after ruin and a multivariate ruin function
Abstract
We establish relations for the distribution of functionals associated with the behavior of a classical risk process after ruin and a multivariate ruin function.
English version (Springer): Ukrainian Mathematical Journal 59 (2007), no. 10, pp 1501-1516.
Citation Example: Gusak D. V. Behavior of classical risk processes after ruin and a multivariate ruin function // Ukr. Mat. Zh. - 2007. - 59, № 10. - pp. 1339–1352.
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