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Research Article

Correction note to “A multidimensional ruin problem and an associated notion of duality,” Stochastic Models, 32 (2016) 539–574

Pages 300-316 | Received 29 Jun 2020, Accepted 30 Nov 2020, Published online: 21 Dec 2020

References

  • Greenwood, P.; Shaked, M. Dual pairs of stopping times for random walk. Ann. Probab. 1978, 6, 644–650. DOI: 10.1214/aop/1176995484.
  • Kennedy, J. E. On duality and the Spitzer-Pollaczek factorization for random walks. Stoch. Proc. Appl. 1998, 76, 251–266. DOI: 10.1016/S0304-4149(98)00026-X.
  • Ramasubramanian, S. A multidimensional ruin problem and an associated notion of duality. Stoch. Models 2016, 32, 539–574. DOI: 10.1080/15326349.2016.1175949.
  • Rolski, T.; Schmidli, H.; Schmidt, V.; Teugels, J. L. Stochastic Processes for Insurance and Finance. Wiley: Chichester, 1999.

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