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

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