Ruin probability in the presence of risky investments (Q2490060)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ruin probability in the presence of risky investments |
scientific article |
Statements
Ruin probability in the presence of risky investments (English)
0 references
28 April 2006
0 references
Risk process
0 references
Geometric Brownian motion
0 references