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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