Ruin probabilities for a Lévy-driven generalised Ornstein–Uhlenbeck process
Crossref DOI link: https://doi.org/10.1007/s00780-019-00413-3
Published Online: 2019-12-04
Published Print: 2020-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kabanov, Yuri
Pergamenshchikov, Serguei
Text and Data Mining valid from 2019-12-04
Version of Record valid from 2019-12-04
Article History
Received: 14 March 2019
Accepted: 12 September 2019
First Online: 4 December 2019