Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (Q1757966)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies |
scientific article |
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Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (English)
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7 November 2012
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Cox-Ingersoll-Ross model
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jump-diffusion model
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optimal investment
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Ornstein-Uhlenbeck (O-U) process
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ruin probability
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stochastic interest rate
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