Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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Publication:4664092
DOI10.1239/aap/1103662967zbMath1095.91040MaRDI 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
62P05: Applications of statistics to actuarial sciences and financial mathematics
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