Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092)
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scientific article; zbMATH DE number 2152518
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| English | Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments |
scientific article; zbMATH DE number 2152518 |
Statements
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (English)
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5 April 2005
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extended regular variation
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financial risk
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0.8689334988594055
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0.8678422570228577
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0.8571850061416626
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0.8571839332580566
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0.848599910736084
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