The periodic risk model with investment (Q931182)

From MaRDI portal





scientific article; zbMATH DE number 5292534
Language Label Description Also known as
English
The periodic risk model with investment
scientific article; zbMATH DE number 5292534

    Statements

    The periodic risk model with investment (English)
    0 references
    0 references
    0 references
    25 June 2008
    0 references
    ruin probability
    0 references
    adjustment coefficient
    0 references
    optimal investment
    0 references
    periodic environment
    0 references

    Identifiers