Gaussian risk models with financial constraints (Q4576907)

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scientific article; zbMATH DE number 6901685
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Gaussian risk models with financial constraints
scientific article; zbMATH DE number 6901685

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    Gaussian risk models with financial constraints (English)
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    11 July 2018
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    finite-time ruin probability
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    conditional ruin time
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    exponential approximation
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    Gaussian risk process
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    inflation
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    interest
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