Zhang, Chunsheng; Wu, Rong Union-distributions of extreme value on classical risk model. (Chinese. English summary) Zbl 1046.91077 Acta Math. Sci., Ser. A, Chin. Ed. 23, No. 1, 25-30 (2003). Summary: The formula of the joint distributions of the maximum and the minimum of the surpluses before ruin, first recovered from negative to zero, and last recovered from negative are discussed for the classical risk model and expressed by some non-ruin probability function. Cited in 1 ReviewCited in 1 Document MSC: 91B30 Risk theory, insurance (MSC2010) Keywords:strong Markovian property; ruin time; the time first to zero surpluses; the time last recovered to zero surpluses PDF BibTeX XML Cite \textit{C. Zhang} and \textit{R. Wu}, Acta Math. Sci., Ser. A, Chin. Ed. 23, No. 1, 25--30 (2003; Zbl 1046.91077)