Ruin probabilities and over... - Researchers

Ruin probabilities and overshoots for general levy insurance risk processes

Citation

Kluppelberg, C., Kyprianou, A. & Maller, R. 2004, 'Ruin probabilities and overshoots for general Levy insurance risk processes', Annals of Applied Probability, 14, 1766-1801.

Year

2004

ANU Authors

Emeritus Professor Ross Maller

Field of Research

Stochastic Analysis And Modelling

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