Ruin models with investment income

DOI10.1214/08-PS134zbMath1189.91077arXiv0806.4125MaRDI QIDQ980778

Jostein Paulsen

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

zbMATH Keywords

ruin probabilityrisk theorycompounding assets

Mathematics Subject Classification ID

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