Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds (Q2267549)

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Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds
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    Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds (English)
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    1 March 2010
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    Lévy processes
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    generalised Ornstein-Uhlenbeck process
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    exponential functionals of Lévy processes
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    ruin probability
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