Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092)
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scientific article; zbMATH DE number 2152518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments |
scientific article; zbMATH DE number 2152518 |
Statements
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (English)
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5 April 2005
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extended regular variation
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financial risk
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