Ruin probabilities in a diffusion environment
- 期刊名称Journal of Applied Probability
- 作者Grandell, Jan; Schmidli, Hanspeter
- 印刷ISSN0021-9002
- 文件大小205.30KB
- 发表时间2011-08
- DOI10.1239/jap/1318940454
- 页码39-50
Multivariate gamma distributionsMarcus, Michael B. · Electronic Communications in Probability · 2014
Central limit theorem under variance uncertaintyRokhlin, Dmitry · Electronic Communications in Probability · 2015
A product chain without cutoffLacoin, Hubert · Electronic Communications in Probability · 2015
On the result of DoneyPogany, Tibor; Nadarajah, Saralees · Electronic Communications in Probability · 2015
Mixing of the noisy voter modelRamadas, Harishchandra · Electronic Communications in Probability · 2014
A multidimensional version of noise stabilityNeeman, Joe · Electronic Communications in Probability · 2014
Mixing under monotone censoringDing, Jian; Mossel, Elchanan · Electronic Communications in Probability · 2014
A maximal inequality for supermartingalesHajek, Bruce · Electronic Communications in Probability · 2014