Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883)
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scientific article; zbMATH DE number 5588340
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| English | Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 5588340 |
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Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (English)
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29 July 2009
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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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0.9460139870643616
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0.8856838941574097
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0.8401833772659302
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0.8240410685539246
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