Ruin probability in the presence of risky investments

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Publication:2490060

DOI10.1016/j.spa.2005.09.006zbMath1088.60076arXiv1011.1329OpenAlexW1951006475MaRDI QIDQ2490060

Omar Zeitouny, Serguei Pergamenchtchikov

Publication date: 28 April 2006

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

Full work available at URL: https://arxiv.org/abs/1011.1329




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