Path decomposition of ruinous behavior for a general Levy insurance risk process

Citation

Griffin, P & Maller, R 2012, 'Path decomposition of ruinous behavior for a general Levy insurance risk process', Annals of Applied Probability, 22, 1411-1449.

Year

2012

ANU Authors

Fields of Research

  • Probability Theory
  • Stochastic Analysis And Modelling

Updated:  21 October 2019 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers