Asymptotics of discounted aggregate claims for renewal risk model with risky investment (Q550048)

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scientific article; zbMATH DE number 5926381
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Asymptotics of discounted aggregate claims for renewal risk model with risky investment
scientific article; zbMATH DE number 5926381

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    Asymptotics of discounted aggregate claims for renewal risk model with risky investment (English)
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    19 July 2011
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    ruin probability within finite horizon
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    risky investment
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    subexponential class
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