<b>Bounds of Ruin Probabilities for Insurance Companies in the Presence of Stochastic Volatility on Investments⋆ ⋆⋆</b> (Q2997951)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <b>Bounds of Ruin Probabilities for Insurance Companies in the Presence of Stochastic Volatility on Investments⋆ ⋆⋆</b> |
scientific article |
Statements
<b>Bounds of Ruin Probabilities for Insurance Companies in the Presence of Stochastic Volatility on Investments⋆ ⋆⋆</b> (English)
0 references
10 May 2011
0 references
compound Poisson process
0 references
stochastic volatility
0 references
ruin probability
0 references
