Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation

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Publication:6549196

DOI10.1080/03610926.2022.2153227MaRDI QIDQ6549196FDOQ6549196


Authors: Yang Liu, Zhenlong Chen, Ke-Ang Fu Edit this on Wikidata


Publication date: 3 June 2024

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)







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