Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661)
From MaRDI portal
scientific article; zbMATH DE number 5026186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities and investment under interest force in the presence of regularly varying tails |
scientific article; zbMATH DE number 5026186 |
Statements
Ruin probabilities and investment under interest force in the presence of regularly varying tails (English)
0 references
24 May 2006
0 references
ruin probability
0 references
Cramér-Lundberg model
0 references
regular variation
0 references
optimal investment
0 references
proportional investment
0 references
interest force
0 references
Hamilton-Jacobi-Bellman equation
0 references
