Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661)
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scientific article; zbMATH DE number 5026186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities and investment under interest force in the presence of regularly varying tails |
scientific article; zbMATH DE number 5026186 |
Statements
Ruin probabilities and investment under interest force in the presence of regularly varying tails (English)
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24 May 2006
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ruin probability
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Cramér-Lundberg model
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regular variation
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optimal investment
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proportional investment
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interest force
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Hamilton-Jacobi-Bellman equation
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