An analogue of the Cramér-Lundberg approximation in the optimal investment case (Q1885379)

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An analogue of the Cramér-Lundberg approximation in the optimal investment case
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    title
    An analogue of the Cramér-Lundberg approximation in the optimal investment case (English)
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    author
    Peter Grandits
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    publication date
    28 October 2004
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    Mathematics Subject Classification ID
    91B30
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    91B28
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    60H10
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    60H30
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    zbMATH DE Number
    2111597
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    zbMATH Keywords
    optimal investment
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    ruin probabilities
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    integro-differential equations
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