On risk processes with double barriers

Lokk, Katrin, Pärna, Kalev . Acta et Commentationes Universitatis Tartuensis de Mathematica 2004. 8 (4) :187-194

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Bibtex

@article{CIS-213617,
  Author = {Lokk, Katrin and Pärna, Kalev},
  Title = {On risk processes with double barriers},
  Journal = {Acta et Commentationes Universitatis Tartuensis de Mathematica},
  Volume = {8},
  Number = {4},
  Year = {2004},
  Pages = {187--194},
  Keywords = {Ruin probability, Risk process, exponential claims, special volume: proceedings of the 7th Tartu conference on multivariate statistics, August 7-12, 2003, Tartu, Estonia}
}

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