Ruin models with investment income
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Publication:980778
DOI10.1214/08-PS134zbMath1189.91077arXiv0806.4125MaRDI QIDQ980778
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0806.4125
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
60G40: Stopping times; optimal stopping problems; gambling theory
60G44: Martingales with continuous parameter
91G80: Financial applications of other theories
60K05: Renewal theory
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