The ruin probability in the presence of extended regular variation and optimal investment (Q951756): Difference between revisions
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| Property / DOI: 10.1007/s10255-007-7113-7 / rank | |||
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| Property / cites work: Ruin probabilities in the presence of regularly varying tails and optimal investment. / rank | |||
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| Property / cites work: Optimal investment for insurers / rank | |||
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Latest revision as of 10:37, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ruin probability in the presence of extended regular variation and optimal investment |
scientific article |
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The ruin probability in the presence of extended regular variation and optimal investment (English)
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27 October 2008
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classical risk model
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extended regular variation
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optimal investment strategy
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ruin probability
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