Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0.9460139870643616
0 references
0.8856838941574097
0 references
0.8401833772659302
0 references
0.8240410685539246
0 references
