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

From MaRDI portal
Revision as of 11:27, 6 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Ruin probabilities in the presence of regularly varying tails and optimal investment.
scientific article

    Statements

    title
    Ruin probabilities in the presence of regularly varying tails and optimal investment. (English)
    0 references
    author
    Johanna Gaier
    0 references
    Peter Grandits
    0 references
    publication date
    16 November 2003
    0 references
    zbMATH Keywords
    Optimal investment
    0 references
    Ruin probabilities
    0 references
    Regular variation
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B30
    0 references
    91B28
    0 references
    60J70
    0 references
    zbMATH DE Number
    2004015
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1413312&oldid=34352506"
    Powered by MediaWiki