The Time to Ruin for a Class of Markov Additive Risk Process with Two-Sided Jumps

Autor:	Jacobsen, Martin
Zdroj:	Advances in Applied Probability, 2005 Dec 01. 37(4), 963-992.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/30037369 Zobrazit plný text záznamu