In the insurance business risky investments are dangerous

DOI10.1007/s007800100057zbMath1002.91037OpenAlexW2091446705MaRDI QIDQ1849793

Youri M.Kabanov, Anna Frolova, Serguei Pergamenchtchikov

Publication date: 1 December 2002

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800100057

zbMATH Keywords

risk processruin probabilitygeometric Brownian motion

Mathematics Subject Classification ID

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