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Search: subject:"Autoregression with random coefficients"
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Autoregression with random coefficients
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Kabanov, Jurij M.
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Pergamenshchikov, Serguei
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Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 39-69
Persistent link: https://www.econbiz.de/10012253340
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In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
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