A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325): Difference between revisions
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Latest revision as of 06:10, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market |
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A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (English)
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2 March 2007
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ruin probabilities
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proportional investment
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integro-differential equations
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regular variation
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subexponential distributions
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