Ruin Probabilities in a Markovian Shot-Noise Environment

Simon Pojer, Stefan Thonhauser

Institute of Statistics (5060)

Research output: Contribution to journal › Article › peer-review

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FWF - Risk Modelling - Analysis, Simulation and Optimization
Thonhauser, S. M. & Pojer, S.
1/07/20 → 30/06/24
Project: Research project