3 results
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
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- Journal:
- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
- Published online by Cambridge University Press:
- 11 December 2019, pp. 1244-1268
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- December 2019
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SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 32 / Issue 4 / October 2018
- Published online by Cambridge University Press:
- 04 September 2017, pp. 495-521
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Continuous-time monotone stochastic recursions and duality
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- Journal:
- Advances in Applied Probability / Volume 32 / Issue 2 / June 2000
- Published online by Cambridge University Press:
- 01 July 2016, pp. 426-445
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- June 2000
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