- A two-dimensional ruin problem on the positive quadrant with exponential claims: Feynman-Kac formula, Laplace transform and its inversion
Description
- Title: A two-dimensional ruin problem on the positive quadrant with exponential claims: Feynman-Kac formula, Laplace transform and its inversion
- Group publication title: Monografias del Seminario Matematico Garcia de Galdeano ; 33
- Collective work title: Ninth International Conference Zaragoza-Pau on applied mathematics and statistics: Jaca (Spain), September 19-21, 2005
- Creator: Avram, Florin ; Palmowski, Zbigniew ; Pistorius, M
- Pages: S. 199-206
- Publisher: Prensas Universitarias de Zaragoza
- Place of publishing: Zaragoza
- Date issued: 2006
- Type: Tekst
- Language: eng
- Detailed object type: rozdz
- Object type: Rozdział