Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds (Q2267549)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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