scientific article; zbMATH DE number 5592541

zbMath1194.91090MaRDI QIDQ5325330

Maryna O. Androshchuk

Publication date: 8 August 2009

Full work available at URL: http://www.ams.org/tpms/2008-76-00/S0094-9000-08-00726-6/home.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ruin probabilitysemimartingalelocal martingaleinvestment strategy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with continuous parameter (60G44) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market

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