The ruin probability in the presence of extended regular variation and optimal investment (Q951756): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q4726487 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Ruin probabilities in the presence of regularly varying tails and optimal investment. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal investment for insurers / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On an asymptotic problem concerning the laplace transform / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Large deviations for heavy-tailed random sums in compound renewal model / rank | |||
Normal rank | |||
Revision as of 18:08, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ruin probability in the presence of extended regular variation and optimal investment |
scientific article |
Statements
The ruin probability in the presence of extended regular variation and optimal investment (English)
0 references
27 October 2008
0 references
classical risk model
0 references
extended regular variation
0 references
optimal investment strategy
0 references
ruin probability
0 references
