The ruin probability in the presence of extended regular variation and optimal investment (Q951756)
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scientific article; zbMATH DE number 5357871
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| English | The ruin probability in the presence of extended regular variation and optimal investment |
scientific article; zbMATH DE number 5357871 |
Statements
The ruin probability in the presence of extended regular variation and optimal investment (English)
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27 October 2008
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classical risk model
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extended regular variation
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optimal investment strategy
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ruin probability
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0.8925142288208008
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0.8704456686973572
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0.8655672073364258
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0.8398748636245728
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0.8224430680274963
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