On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711)
From MaRDI portal
scientific article; zbMATH DE number 7247826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale |
scientific article; zbMATH DE number 7247826 |
Statements
On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (English)
0 references
16 September 2020
0 references
ruin probability
0 references
investment
0 references
Lévy process
0 references
semimartingale
0 references
upper and lower estimates
0 references
logarithmic asymptotic
0 references
ruin with probability 1
0 references
0 references
0 references
0 references
