Damien Bankovsky

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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
On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramér case
Journal of Applied Probability
2011-10-25Paper
Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds
Stochastic Processes and their Applications
2010-03-01Paper
Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process
Stochastic Processes and their Applications
2009-07-29Paper


Research outcomes over time


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