EXIT PROBLEM OF A TWO-DIMENSIONAL RISK PROCESS FROM THE QUADRANT: EXACT AND ASYMPTOTIC RESULTS

File(s)

Annals of Applied Probability_18_6_2008.pdf (320.92 KB)

Published version

Show more

Author(s)

Avram, F

Palmowski, Z

Pistorius, MR

Type

Journal Article

Date Issued

2008-12-01

URI

http://hdl.handle.net/10044/1/18366

DOI

http://dx.doi.org/10.1214/08-AAP529

ISSN

1050-5164

Publisher

INST MATHEMATICAL STATISTICS

Start Page

2421

End Page

2449

Journal / Book Title

ANNALS OF APPLIED PROBABILITY

Volume

18

Issue

6

Copyright Statement

© Institute of Mathematical Statistics, 2008

License URL

http://www.rioxx.net/licenses/all-rights-reserved

Identifier

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000261862500012&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202

Publication Status

Published