On the joint distribution of ruin time and number of the payment leaded to the nonhomogeneous risk process
Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 3, pp. 465-475
Voir la notice de l'article provenant de la source Math-Net.Ru
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.
Keywords:
nonhomogeneous risk process, ruin probability, ruin time.
@article{TVP_2006_51_3_a1,
author = {O. P. Vinogradov},
title = {On the joint distribution of ruin time and number of the payment leaded to the nonhomogeneous risk process},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {465--475},
publisher = {mathdoc},
volume = {51},
number = {3},
year = {2006},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a1/}
}
TY - JOUR AU - O. P. Vinogradov TI - On the joint distribution of ruin time and number of the payment leaded to the nonhomogeneous risk process JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2006 SP - 465 EP - 475 VL - 51 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a1/ LA - ru ID - TVP_2006_51_3_a1 ER -
%0 Journal Article %A O. P. Vinogradov %T On the joint distribution of ruin time and number of the payment leaded to the nonhomogeneous risk process %J Teoriâ veroâtnostej i ee primeneniâ %D 2006 %P 465-475 %V 51 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a1/ %G ru %F TVP_2006_51_3_a1
O. P. Vinogradov. On the joint distribution of ruin time and number of the payment leaded to the nonhomogeneous risk process. Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 3, pp. 465-475. http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a1/