Areas of expertise
- Stochastic Analysis And Modelling 010406
Publications
- Bankovsky, D 2010, 'Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds', Stochastic Processes and their Applications, vol. 120, no. 2, pp. 255-280.
- Bankovsky, D & Sly, A 2009, 'Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process', Stochastic Processes and their Applications, vol. 119, no. 8, pp. 2544-2562.
