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~institution:"HAL"
~institution:"School of Economics and Management, University of Aarhus"
~person:"Blanchet-Scalliet, Christophette"
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Brownian motion
2
Jump-diffusion process
2
Renewal-reward process
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Time of ruin
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Blanchet-Scalliet, Christophette
Guegan, Dominique
11
Teräsvirta, Timo
9
Joly, Iragaël
8
Fliess, Michel
7
Join, Cédric
7
Kristensen, Dennis
7
Bollerslev, Tim
5
Boutahar, Mohamed
5
Loisel, Stéphane
5
Amable, Bruno
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Andersen, Torben G.
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Canelas, Carla
4
D'Albis, Hippolyte
4
Essaadi, Essahbi
4
Gardes, François
4
Gatti, Donatella
4
Gonzalez-Feliu, Jesus
4
Raux, Charles
4
Rullière, Didier
4
Sørensen, Michael
4
Zhang, Jing
4
Amado, Cristina
3
Biard, Romain
3
Capistrán, Carlos
3
Guillaud, Elvire
3
Kabatek, Jan
3
Lefèvre, Claude
3
Ma, Tai-Yu
3
Nielsen, Morten Ørregaard
3
Posch, Olaf
3
Salazar, Silvia
3
Soest, Arthur Van
3
Stancanelli, Elena
3
Timmermann, Allan
3
Villeval, Marie Claire
3
Arrondel, Luc
2
Augeraud-Véron, Emmanuelle
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Bladt, Mogens
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Chatelain, Jean-Bernard
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HAL
School of Economics and Management, University of Aarhus
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The density of the ruin
time
for a renewal-reward process perturbed by a diffusion
Blanchet-Scalliet, Christophette
;
Dorobantu, Diana
; …
-
HAL
-
2013
time
of a fixed level $x …
Persistent link: https://www.econbiz.de/10010899280
Saved in:
2
The density of the ruin
time
for a renewal-reward process perturbed by a diffusion
Blanchet-Scalliet, Christophette
;
Dorobantu, Diana
; …
-
HAL
-
2011
time
of a fixed level $x …
Persistent link: https://www.econbiz.de/10009322688
Saved in:
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