Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557)

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scientific article; zbMATH DE number 5220284
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Minimal ruin probabilities and investment under interest force for a class of subexponential distributions
scientific article; zbMATH DE number 5220284

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    Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (English)
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    16 December 2007
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    ruin probability
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    optimal investment
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    integro-differential equations
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    subexponential distribution
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