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Document type:
Zeitschriftenaufsatz
Author(s):
Bankovsky, D., Klüppelberg, C. and Maller, R.
Title:
On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramér case
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