Wealth investment strategies for insurance companies and the probability of ruin (Q1787826)

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scientific article; zbMATH DE number 6948005
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Wealth investment strategies for insurance companies and the probability of ruin
scientific article; zbMATH DE number 6948005

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    Wealth investment strategies for insurance companies and the probability of ruin (English)
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    5 October 2018
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    wealth function
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    solvency condition
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    discrete-time investments
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    optimal investments
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    probability of ruin
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