Asymptotic results for renewal risk models with risky investments (Q454867)
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scientific article; zbMATH DE number 6092500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic results for renewal risk models with risky investments |
scientific article; zbMATH DE number 6092500 |
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Asymptotic results for renewal risk models with risky investments (English)
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10 October 2012
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renewal jump
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diffusion process
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ruin probability
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Sparre Andersen risk model
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investment
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rational Laplace transform
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regular variation
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