Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312)

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Ruin probabilities in the presence of regularly varying tails and optimal investment.
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    title
    Ruin probabilities in the presence of regularly varying tails and optimal investment. (English)
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    author
    Johanna Gaier
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    Peter Grandits
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    publication date
    16 November 2003
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    Mathematics Subject Classification ID
    91B30
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    91B28
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    60J70
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    zbMATH DE Number
    2004015
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    zbMATH Keywords
    Optimal investment
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    Ruin probabilities
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    Regular variation
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