Micha Buck

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
scientific article; zbMATH DE number 7602302 (Why is no real title available?)2022-10-14Paper
Penalizing fractional Brownian motion for being negative
Stochastic Processes and their Applications
2021-02-18Paper
Limit theorems for random walks with absorption
Journal of Theoretical Probability
2021-02-04Paper
Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital
European Actuarial Journal
2020-11-04Paper
Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences
Journal of Statistical Physics
2018-05-28Paper


Research outcomes over time


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