Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process |
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Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (English)
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7 June 2018
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ruin probability
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exponential Lévy process
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exponential martingale
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uniform integrable martingale
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value-at-risk
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