scientific article; zbMATH DE number 5592532

zbMath1199.62034MaRDI QIDQ5325320

Mykhajlo V. Bratyk

Publication date: 8 August 2009

Full work available at URL: http://www.ams.org/tpms/2008-77-00/S0094-9000-08-00743-6/home.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

geometric Brownian motionCramér-Lundberg model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalizations of martingales (60G48) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market

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