Asymptotics of ruin probabilities for risk processes under optimal reinsurance and investment policies: The large claim case (Q596416): Difference between revisions
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Latest revision as of 01:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of ruin probabilities for risk processes under optimal reinsurance and investment policies: The large claim case |
scientific article |
Statements
Asymptotics of ruin probabilities for risk processes under optimal reinsurance and investment policies: The large claim case (English)
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10 August 2004
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ruin probability
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optimal control
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Cramér-Lundberg approximation
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adjustment coefficient
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heavy tails
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subexponential distributions
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geometric Brownian motion
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