The time to ruin for a class of Markov additive risk processes with two-sided jumps
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Advances in Applied Probability |
Volume | 37 |
Pages (from-to) | 963-992 |
ISSN | 0001-8678 |
Publication status | Published - 2005 |
ID: 68209