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

Authors

S. Ramasubramanian, Indian Statistical Institute Bangalore

Article Type

Research Article

Publication Title

Stochastic Models

Abstract

The expression given in an earlier paper for the ladder height distribution is erroneous. After deriving the correct version, the expression for ruin probability is provided.

First Page

300

Last Page

316

DOI

10.1080/15326349.2020.1858876

Publication Date

1-1-2021

Comments

Erratum

Recommended Citation

Ramasubramanian, S., "Correction note to “A multidimensional ruin problem and an associated notion of duality,” Stochastic Models, 32 (2016) 539–574" (2021). Journal Articles. 2210.
https://digitalcommons.isical.ac.in/journal-articles/2210