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Journal of Applied Probability

Volumn 33, Issue 2, 1996, Pages 523-535

Rate modulation in dams and ruin problems

(2) Asmussen, Søren a Kella, Offer b

a LUND UNIVERSITY (Sweden)

b HEBREW UNIVERSITY OF JERUSALEM (Israel)

Author keywords

Dam; L vy process; Risk theory; Ruin probability; Stability; Stochastic interest; Storage model; Subordinator

Indexed keywords

EID: 0030508988 PISSN: 00219002 EISSN: None Source Type: Journal
DOI: 10.1017/S0021900200099940 Document Type: Article

Times cited : (28)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.