Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

Ruin probabilities for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds

Simple item page
dc.contributor.authorBankovsky, Damien John
dc.date.accessioned2018-11-22T00:04:43Z
dc.date.available2018-11-22T00:04:43Z
dc.date.copyright2009
dc.date.issued2009
dc.date.updated2018-11-20T04:01:25Z
dc.format.extentxiii, 131 p.
dc.identifier.otherb2385538
dc.identifier.urihttp://hdl.handle.net/1885/150027
dc.language.isoen_AUen_AU
dc.rightsAuthor retains copyrighten_AU
dc.subject.lccQA274.73.B36 2009
dc.subject.lcshOrnstein-Uhlenbeck process
dc.subject.lcshL{u00E9}vy processes
dc.titleRuin probabilities for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds
dc.title.alternativeGeneralised Ornstein-Uhlenbeck process
dc.typeThesis (PhD)en_AU
dcterms.accessRightsOpen Accessen_AU
local.description.notesThesis (Ph.D.)--Australian National Universityen_AU
local.identifier.doi10.25911/5d612087757ac
local.mintdoimint
local.type.statusAccepted Versionen_AU

Downloads

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
b23855381_Bankovsky_Damien John.pdf
Size:
67.96 MB
Format:
Adobe Portable Document Format
Download

Collections

Open Access Theses

DSpace software copyright © 2002-2026 LYRASIS

abcd