The ruin probability in the presence of extended regular variation and optimal investment (Q951756)
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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)
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27 October 2008
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classical risk model
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extended regular variation
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optimal investment strategy
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ruin probability
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