An analogue of the Cramér-Lundberg approximation in the optimal investment case (Q1885379)
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scientific article; zbMATH DE number 2111597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analogue of the Cramér-Lundberg approximation in the optimal investment case |
scientific article; zbMATH DE number 2111597 |
Statements
An analogue of the Cramér-Lundberg approximation in the optimal investment case (English)
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28 October 2004
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optimal investment
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ruin probabilities
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integro-differential equations
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