A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325)
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scientific article; zbMATH DE number 5130420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market |
scientific article; zbMATH DE number 5130420 |
Statements
A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (English)
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2 March 2007
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ruin probabilities
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proportional investment
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integro-differential equations
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regular variation
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subexponential distributions
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0.88829327
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0.8871751
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0.88617396
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0.88222027
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0.8806683
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