Ruin models with investment income
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Publication:980778
DOI10.1214/08-PS134zbMath1189.91077arXiv0806.4125MaRDI QIDQ980778
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0806.4125
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80) Renewal theory (60K05)
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