On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramér case (Q3094470)
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scientific article; zbMATH DE number 5963717
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| English | On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramér case |
scientific article; zbMATH DE number 5963717 |
Statements
On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case (English)
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25 October 2011
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generalised Ornstein-Uhlenbeck process
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bivariate Lévy process
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ruin probability
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stochastic recurrence equation
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0.8856838941574097
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0.8649141192436218
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0.8618786334991455
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0.8553199768066406
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