Pages that link to "Item:Q2675817"

The following pages link to On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817):

Displaying 2 items.

• A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes (Q6175370) (← links)
• On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching (Q6630461) (← links)