The ruin probability in the presence of extended regular variation and optimal investment (Q951756): Difference between revisions

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-.1007/s10255-007-7113-7
@@ Property / DOI: 10.1007/s10255-007-7113-7 / rank @@
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+https://doi.org/10.1007/s10255-007-7113-7
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+W2080309552
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@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
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@@ Property / cites work @@
+Ruin probabilities in the presence of regularly varying tails and optimal investment.
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@@ Property / cites work @@
+Optimal investment for insurers
@@ Property / cites work: Optimal investment for insurers / rank @@
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@@ Property / cites work @@
+On an asymptotic problem concerning the laplace transform
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@@ Property / cites work @@
+Large deviations for heavy-tailed random sums in compound renewal model
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@@ Property / DOI @@
+.1007/S10255-007-7113-7
@@ Property / DOI: 10.1007/S10255-007-7113-7 / rank @@
+Normal rank