Ruin probability in the presence of risky investments (Q2490060)

From MaRDI portal
Revision as of 06:49, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Ruin probability in the presence of risky investments
scientific article

    Statements

    title
    Ruin probability in the presence of risky investments (English)
    0 references
    author
    Omar Zeitouny
    0 references
    publication date
    28 April 2006
    0 references
    zbMATH Keywords
    Risk process
    0 references
    Geometric Brownian motion
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60H30
    0 references
    60H10
    0 references
    91B30
    0 references
    60J65
    0 references
    zbMATH DE Number
    5021150
    0 references
    OpenAlex ID
    W1951006475
    0 references
    arXiv ID
    1011.1329
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2490060&oldid=33530904"
    Powered by MediaWiki