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
Language | Label | Description | Also known as |
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English | Minimal ruin probabilities and investment under interest force for a class of subexponential distributions |
scientific article; zbMATH DE number 5220284 |
Statements
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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