An analogue of the Cramér-Lundberg approximation in the optimal investment case (Q1885379): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00245-004-0791-0 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1964298041 / rank | |||
Normal rank | |||
Latest revision as of 23:16, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analogue of the Cramér-Lundberg approximation in the optimal investment case |
scientific article |
Statements
An analogue of the Cramér-Lundberg approximation in the optimal investment case (English)
0 references
28 October 2004
0 references
optimal investment
0 references
ruin probabilities
0 references
integro-differential equations
0 references
