Asymptotic ruin probabilities for proportional investment under interest force with regularly-varying-tailed and independent claims (Q5399990)
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scientific article; zbMATH DE number 6263806
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| English | Asymptotic ruin probabilities for proportional investment under interest force with regularly-varying-tailed and independent claims |
scientific article; zbMATH DE number 6263806 |
Statements
28 February 2014
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ruin probabilities
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interest force
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regular variation
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geometric Brownian motion
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0.9689549207687378
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0.9421022534370422
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0.8991026878356934
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0.8947438597679138
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0.8748112916946411
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