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Teoriya Veroyatnostei i ee Primeneniya, 2006, Volume 51, Issue 3, Pages 465–475
DOI: https://doi.org/10.4213/tvp34 (Mi tvp34) 		 
On the joint distribution of ruin time and number of the payment leaded to the nonhomogeneous risk process

O. P. Vinogradov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
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DOI: https://doi.org/10.4213/tvp34
Abstract: 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.
Received: 18.03.2002
Revised: 14.10.2005
English version:
Theory of Probability and its Applications, 2007, Volume 51, Issue 3, Pages 504–512
DOI: https://doi.org/10.1137/S0040585X97982475
Bibliographic databases:
Language: Russian
Citation: O. P. Vinogradov, “On the joint distribution of ruin time and number of the payment leaded to the nonhomogeneous risk process”, Teor. Veroyatnost. i Primenen., 51:3 (2006), 465–475; Theory Probab. Appl., 51:3 (2007), 504–512
Citation in format AMSBIB
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