Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach
| Year of publication: |
2005
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| Authors: | Frangos, N.E. ; Vrontos, S.D. ; Yannacopoulos, A.N. |
| Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - Vol. 105.2005, 4, p. 285-308
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