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Ruin probability in the presence of risky investments - MaRDI portal

Ruin probability in the presence of risky investments (Q2490060)

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Ruin probability in the presence of risky investments
scientific article

    Statements

    title
    Ruin probability in the presence of risky investments (English)
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    author
    Omar Zeitouny
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    publication date
    28 April 2006
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    zbMATH Keywords
    Risk process
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    Geometric Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    60H10
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    91B30
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    60J65
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    zbMATH DE Number
    5021150
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    OpenAlex ID
    W1951006475
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    arXiv ID
    1011.1329
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