Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments

DOI10.1239/aap/1103662967zbMath1095.91040OpenAlexW2166502374MaRDI QIDQ4664092

G. Sh. Tsitsiashvili, Qi-he Tang

Publication date: 5 April 2005

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://spectrum.library.concordia.ca/6664/1/14_04_Tang_Tsitsiashvili.pdf

zbMATH Keywords

extended regular variationfinancial risk

Mathematics Subject Classification ID

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