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The ruin problem for a Wiener process with state-dependent jumps

Mario Lefebvre

Article (2020)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/45979/
Journal Title: Journal of Applied Mathematics Statistics and Informatics (vol. 16, no. 1)
DOI: 10.2478/jamsi-2020-0002
Official URL: https://doi.org/10.2478/jamsi-2020-0002
Date Deposited: 18 Apr 2023 15:01
Last Modified: 25 Sep 2024 16:34
Cite in APA 7: Lefebvre, M. (2020). The ruin problem for a Wiener process with state-dependent jumps. Journal of Applied Mathematics Statistics and Informatics, 16(1), 13-23. https://doi.org/10.2478/jamsi-2020-0002

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