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Volumn 78, Issue 1, 1998, Pages 97-130

First passage times of general sequences of random vectors: A large deviations approach

Author keywords

First passage times; Large deviations; Primary 60F10; Secondary 60K10

Indexed keywords


EID: 0009199177     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4149(98)00056-8     Document Type: Article
Times cited : (25)

References (20)
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    • To appear in
    • Nyrhinen, H., 1998. Rough descriptions of ruin for a general class of surplus processes. To appear in Adv. Appl. Probab.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.