Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process
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Publication:5379206
DOI10.1080/10920277.2016.1246252zbMath1414.91164arXiv1502.02286OpenAlexW1524463654MaRDI QIDQ5379206
Tatiana Belkina, Shangzhen Luo
Publication date: 28 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1502.02286
Cramer-Lundberg processminimal ruin probability functionoptimal investment control for insurance company
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