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Browsing by Author Klüppelberg, Claudia

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On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramer case

Author(s)Bankovsky, Damien; Klüppelberg, Claudia; Maller, Ross
TypeJournal article
Date Published2011
Date Created-
01_Doney_Passage_Time_and_Fluctuation_2016.pdf.jpg

Passage time and fluctuation calculations for subexponential Lévy processes

Author(s)Doney, Ron; Klüppelberg, Claudia; Maller, Ross
TypeJournal article
Date Published2016
Date Created-
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