Stochastic differential equations for ruin probabilities
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Stochastic differential equations for ruin probabilities. / Møller, Christian Max.
In: Journal of Applied Probability, Vol. 32, No. 1, 1995, p. 74-89.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Møller, CM 1995, 'Stochastic differential equations for ruin probabilities', Journal of Applied Probability, vol. 32, no. 1, pp. 74-89.
APA
Møller, C. M. (1995). Stochastic differential equations for ruin probabilities. Journal of Applied Probability, 32(1), 74-89.
Vancouver
Møller CM. Stochastic differential equations for ruin probabilities. Journal of Applied Probability. 1995;32(1):74-89.
Author
Bibtex
@article{12e1d7b074cd11dbbee902004c4f4f50,
title = "Stochastic differential equations for ruin probabilities",
author = "M{\o}ller, {Christian Max}",
year = "1995",
language = "English",
volume = "32",
pages = "74--89",
journal = "Journal of Applied Probability",
issn = "0021-9002",
publisher = "Applied Probability Trust",
number = "1",
}
RIS
TY - JOUR
T1 - Stochastic differential equations for ruin probabilities
AU - Møller, Christian Max
PY - 1995
Y1 - 1995
M3 - Journal article
VL - 32
SP - 74
EP - 89
JO - Journal of Applied Probability
JF - Journal of Applied Probability
SN - 0021-9002
IS - 1
ER -
ID: 241257