An analogue of the Cramér-Lundberg approximation in the optimal investment case (Q1885379): Difference between revisions

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An analogue of the Cramér-Lundberg approximation in the optimal investment case
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    An analogue of the Cramér-Lundberg approximation in the optimal investment case (English)
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    28 October 2004
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    optimal investment
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    ruin probabilities
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    integro-differential equations
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