Stochastic differential equations for ruin probabilities

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Standard

Stochastic differential equations for ruin probabilities. / Møller, Christian Max.

I: Journal of Applied Probability, Bind 32, Nr. 1, 1995, s. 74-89.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Møller, CM 1995, 'Stochastic differential equations for ruin probabilities', Journal of Applied Probability, bind 32, nr. 1, s. 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

Møller, Christian Max. / Stochastic differential equations for ruin probabilities. I: Journal of Applied Probability. 1995 ; Bind 32, Nr. 1. s. 74-89.

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