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Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process
Damien Bankovsky,
Allan Sly
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peer-review
4
Scopus citations
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Keyphrases
Ornstein-Uhlenbeck Process
100%
Bivariate
50%
Colon
50%
Dependence Relationship
50%
Technical Results
50%
Infinite Horizon
50%
Ornstein-Uhlenbeck
50%
Ruin Probability
50%
Mathematics
Ornstein Uhlenbeck Process
100%
Necessary and Sufficient Condition
50%
Bivariate
50%
Horizon Ruin Probability
50%
Economics, Econometrics and Finance
Mean Reversion
100%