In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663)
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scientific article
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| English | In the insurance business risky investments are dangerous: the case of negative risk sums |
scientific article |
Statements
In the insurance business risky investments are dangerous: the case of negative risk sums (English)
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23 May 2016
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negative risk sums models
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financial markets
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exit probability
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exponential functional
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Brownian motion
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autoregression
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random coefficients
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0.8356994390487671
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0.8094145059585571
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0.8081886768341064
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0.8074151277542114
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