Erratum to: ``Ruin probability in the presence of risky investments [Stochastic Process Appl. 116 (2006) 267-278]
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Publication:1001851
DOI10.1016/J.SPA.2007.12.009zbMath1165.60334OpenAlexW2092711750MaRDI QIDQ1001851
Publication date: 19 February 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2007.12.009
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Related Items (3)
In the insurance business risky investments are dangerous: the case of negative risk sums ⋮ Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior ⋮ Asymptotic results for renewal risk models with risky investments
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