Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process |
scientific article |
Statements
Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (English)
0 references
29 July 2009
0 references
Lévy processes
0 references
generalised Ornstein-Uhlenbeck process
0 references
exponential functionals of Lévy processes
0 references
ruin probability
0 references
0 references
0 references
0 references
0 references
