Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (Q1757966)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies |
scientific article; zbMATH DE number 6102799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies |
scientific article; zbMATH DE number 6102799 |
Statements
Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (English)
0 references
7 November 2012
0 references
Cox-Ingersoll-Ross model
0 references
jump-diffusion model
0 references
optimal investment
0 references
Ornstein-Uhlenbeck (O-U) process
0 references
ruin probability
0 references
stochastic interest rate
0 references
0 references
0 references
