Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities in the presence of regularly varying tails and optimal investment. |
scientific article |
Statements
Ruin probabilities in the presence of regularly varying tails and optimal investment. (English)
0 references
16 November 2003
0 references
Optimal investment
0 references
Ruin probabilities
0 references
Regular variation
0 references
0 references
