On a Joint Distribution of the Ruin Time and the Number of the Payment which Leads to a Ruin in a Nonhomogeneous Risk Process

On a Joint Distribution of the Ruin Time and the Number of the Payment which Leads to a Ruin in a Nonhomogeneous Risk Process

The paper finds a joint distribution of the ruin time and a number of the payment which leads to a ruin in a nonhomogeneous risk process.

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Veröffentlicht in:Theory of probability and its applications 2007-01, Vol.51 (3), p.504-512
1. Verfasser: Vinogradov, O. P.
Format: Artikel
Sprache:eng
Schlagworte:
Applied mathematics
Insurance companies
Probability
Random variables
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Zusammenfassung:The paper finds a joint distribution of the ruin time and a number of the payment which leads to a ruin in a nonhomogeneous risk process.
ISSN:0040-585X
1095-7219
DOI:10.1137/S0040585X97982475