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In the insurance business risky investments are dangerous: the case of negative risk sums - MaRDI portal

In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663)

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In the insurance business risky investments are dangerous: the case of negative risk sums
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    In the insurance business risky investments are dangerous: the case of negative risk sums (English)
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    23 May 2016
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    negative risk sums models
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    financial markets
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    exit probability
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    exponential functional
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    Brownian motion
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    autoregression
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    random coefficients
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