On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching (Q6630461)
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scientific article; zbMATH DE number 7936621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching |
scientific article; zbMATH DE number 7936621 |
Statements
On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching (English)
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31 October 2024
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Brownian motion-type Itô processes
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reserve process model
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renewal process
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