Goffard, P., & Sarantsev, A. (2019). Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. Journal of Applied Probability, 56(4), 1244. https://doi.org/10.1017/jpr.2019.71
Chicago Style (17th ed.) CitationGoffard, Pierre-Olivier, and Andrey Sarantsev. "Exponential Convergence Rate of Ruin Probabilities for Level-dependent Lévy-driven Risk Processes." Journal of Applied Probability 56, no. 4 (2019): 1244. https://doi.org/10.1017/jpr.2019.71.
MLA (9th ed.) CitationGoffard, Pierre-Olivier, and Andrey Sarantsev. "Exponential Convergence Rate of Ruin Probabilities for Level-dependent Lévy-driven Risk Processes." Journal of Applied Probability, vol. 56, no. 4, 2019, p. 1244, https://doi.org/10.1017/jpr.2019.71.