Minimal ruin probabilities and investment under interest force for a class of subexponential distributions
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Publication:5430557
DOI10.1080/03461230500215479zbMath1142.91042OpenAlexW2032917759MaRDI QIDQ5430557
Publication date: 16 December 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230500215479
Related Items (4)
Ruin probability in a risk model with variable premium intensity and risky investments ⋮ Asymptotic optimal investment under interest rate for a class of subexponential distributions ⋮ Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process ⋮ A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process
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