Cheng, Dongya, Soochow University (PRC) - SUDA, Department of Mathematical Sciences, China
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Vol 36, No 11 (2022) - Marija Milosevic - Stochastic Differential equations, Financial mathematics
The infinite-time ruin probability for a bidimensional risk model with dependent geometric L\'{e}vy price processes
Abstract
ISSN: 2406-0933