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The ruin problem for a Wiener process with state-dependent jumps Cover

The ruin problem for a Wiener process with state-dependent jumps

By: M. Lefebvre  
Open Access
|Jul 2020

References

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DOI: https://doi.org/10.2478/jamsi-2020-0002 | Journal eISSN: 1339-0015 | Journal ISSN: 1336-9180
Language: English
Page range: 13 - 23
Published on: Jul 9, 2020
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year

© 2020 M. Lefebvre, published by University of Ss. Cyril and Methodius in Trnava
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.