Pages that link to "Item:Q2270883"
From MaRDI portal
The following pages link to Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883):
Displaying 4 items.
- Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds (Q2267549) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case (Q3094470) (← links)
- FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)