On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramer case

Citation

Bankovsky, D, Kluppelberg, C & Maller, R 2011, 'On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramer case', Journal of Applied Probability, vol. 48A, pp. 15-28.

Year

2011

ANU Authors

Field of Research

  • Probability Theory

Updated:  21 September 2024 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers