On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case (Q3094470): Difference between revisions
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| Property / DOI: 10.1239/jap/1318940452 / rank | |||
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| Property / author: Ross A. Maller / rank | |||
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| Property / OpenAlex ID: W2014992520 / rank | |||
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| Property / arXiv ID: 1101.1034 / rank | |||
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| Property / DOI: 10.1239/JAP/1318940452 / rank | |||
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Latest revision as of 16:58, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case |
scientific article |
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On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case (English)
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25 October 2011
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generalised Ornstein-Uhlenbeck process
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bivariate Lévy process
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ruin probability
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stochastic recurrence equation
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