Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092)

From MaRDI portal
scientific article; zbMATH DE number 2152518
Language Label Description Also known as
English
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
scientific article; zbMATH DE number 2152518

    Statements

    Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (English)
    0 references
    0 references
    0 references
    5 April 2005
    0 references
    0 references
    extended regular variation
    0 references
    financial risk
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references