Minimal ruin probabilities and investment under interest force for a class of subexponential distributions
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Publication:5430557
DOI10.1080/03461230500215479zbMath1142.91042MaRDI QIDQ5430557
Publication date: 16 December 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230500215479
60G40: Stopping times; optimal stopping problems; gambling theory