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scientific article; zbMATH DE number 6263806 - MaRDI portal

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Publication:5399990

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DOI10.3969/J.ISSN.0253-2778.2013.06.001zbMath1299.91055MaRDI QIDQ5399990

Yin Huang, Yu Chen, Yinxiao Qian

Publication date: 28 February 2014

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

zbMATH Keywords

regular variation geometric Brownian motion interest force ruin probabilities

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Renewal theory (60K05)

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