Asymptotics of ruin probabilities for risk processes under optimal reinsurance and investment policies: The large claim case (Q596416): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Latest revision as of 00:42, 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)
    0 references
    0 references
    10 August 2004
    0 references
    ruin probability
    0 references
    optimal control
    0 references
    Cramér-Lundberg approximation
    0 references
    adjustment coefficient
    0 references
    heavy tails
    0 references
    subexponential distributions
    0 references
    geometric Brownian motion
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references