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Joint law of an Ornstein–Uhlenbeck process and its supremum
- Part of
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- Journal:
- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
- Published online by Cambridge University Press:
- 16 July 2020, pp. 541-558
- Print publication:
- June 2020
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Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
- Part of
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- Journal:
- Advances in Applied Probability / Volume 36 / Issue 4 / December 2004
- Published online by Cambridge University Press:
- 01 July 2016, pp. 1278-1299
- Print publication:
- December 2004
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