IDEAS home Printed from https://ideas.repec.org/p/ulb/ulbeco/2013-7576.html
   My bibliography  Save this paper

Remarks on Boundary crossing..

Author

Listed:
  • Griselda Deelstra

Abstract

No abstract is available for this item.

Suggested Citation

  • Griselda Deelstra, 1994. "Remarks on Boundary crossing..," ULB Institutional Repository 2013/7576, ULB -- Universite Libre de Bruxelles.
    • Handle: RePEc:ulb:ulbeco:2013/7576
    as

    Download full text from publisher

    File URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/7576/1/gd-0002.pdf
    File Function: gd-0002
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Griselda Deelstra & Freddy Delbaen, 1992. "Remarks on the methodology introduced by Goovaerts et al," ULB Institutional Repository 2013/7574, ULB -- Universite Libre de Bruxelles.
    2. Deelstra, G. & Delbaen, F., 1992. "Remarks on the methodology introduced by Goovaerts et al," Insurance: Mathematics and Economics, Elsevier, vol. 11(4), pages 295-299, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Deng, Pingjin, 2017. "Boundary non-crossing probabilities for Slepian process," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 28-35.
    2. Pingjin Deng & Xiufang Li, 2017. "Barrier Options Pricing With Joint Distribution Of Gaussian Process And Its Maximum," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(06), pages 1-18, September.
    3. Pingjin Deng, 2016. "The boundary non-Crossing probabilities for Slepian process," Papers 1608.01133, arXiv.org.
    4. Bai, Long & Luo, Li, 2017. "Parisian ruin of the Brownian motion risk model with constant force of interest," Statistics & Probability Letters, Elsevier, vol. 120(C), pages 34-44.
    5. Griselda Deelstra & Jacques Janssen, 1998. "Interaction between asset liability management and risk theory," ULB Institutional Repository 2013/7586, ULB -- Universite Libre de Bruxelles.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Parker, Gary, 1995. "A second order stochastic differential equation for the force of interest," Insurance: Mathematics and Economics, Elsevier, vol. 16(3), pages 211-224, July.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ulb:ulbeco:2013/7576. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Benoit Pauwels (email available below). General contact details of provider: https://edirc.repec.org/data/ecsulbe.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.