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

Bankovsky, Damien John2018-11-222018-11-222009b2385538http://hdl.handle.net/1885/150027xiii, 131 p.en-AUAuthor retains copyrightQA274.73.B36 2009Ornstein-Uhlenbeck processL{u00E9}vy processesRuin probabilities for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower boundsGeneralised Ornstein-Uhlenbeck process200910.25911/5d612087757ac2018-11-20