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Union-distributions of extreme value on classical risk model. (Chinese. English summary) Zbl 1046.91077
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.

MSC:
91B30 Risk theory, insurance (MSC2010)
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