2 results
Continuous affine processes: transformations, Markov chains and life insurance
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 48 / Issue 2 / June 2016
- Published online by Cambridge University Press:
- 10 June 2016, pp. 423-442
- Print publication:
- June 2016
-
- Article
- Export citation
Rate modulation in dams and ruin problems
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 33 / Issue 2 / September 1996
- Published online by Cambridge University Press:
- 14 July 2016, pp. 523-535
- Print publication:
- September 1996
-
- Article
- Export citation