Explicit asymptotics for the ruin probability with risky investment included (Q3622129)
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scientific article; zbMATH DE number 5548089
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| English | Explicit asymptotics for the ruin probability with risky investment included |
scientific article; zbMATH DE number 5548089 |
Statements
28 April 2009
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asymptotics
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regular variation
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ruin probability
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stochastic equation
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0.8608965277671814
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0.8451399803161621
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0.8397337794303894
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0.8352115750312805
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