On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case (Q3094470): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:39, 5 March 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 |
Statements
On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case (English)
0 references
25 October 2011
0 references
generalised Ornstein-Uhlenbeck process
0 references
bivariate Lévy process
0 references
ruin probability
0 references
stochastic recurrence equation
0 references
