Power tailed ruin probabilities in the presence of risky investments.

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Publication:1766062

DOI10.1016/S0304-4149(01)00148-XzbMath1058.60095WikidataQ127364094 ScholiaQ127364094MaRDI QIDQ1766062

Vladimir Kalashnikov, Ragnar Norberg

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)




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