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- Title:
On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramér case
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Bankovsky, D., Klüppelberg, C. and Maller, R.
- Journal title:
- Journal of Applied Probability
- Year:
- 2011
- Journal volume:
- 48A
- Quarter:
- 1. Quartal
- Month:
- Jan
- Pages contribution:
- 15-28
- Reviewed:
- ja
- Language:
- en
- WWW:
- http://projecteuclid.org/download/pdfview_1/euclid.jap/1318940452
- Status:
- Verlagsversion / published
- Semester:
- SS 11
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX