Citation: Meilijson, Isaac, On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk, Annals of applied probability , 19(3), 2009, pp. 1015-1025
Authors:
Bassan, Bruno
Marcus, Ruth
Meilijson, Isaac
Talpaz, Hovav
Citation: Bruno Bassan et al., Parameter estimation in differential equations, using random time transformations, Journal of the italian statistical society, 6(2), 1997, pp. 177-199