Asymptotics of discounted aggregate claims for renewal risk model with risky investment

DOI10.1007/s11766-010-1938-1zbMath1237.62153OpenAlexW2133634147MaRDI QIDQ550048

Tao Jiang

Publication date: 19 July 2011

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-010-1938-1

zbMATH Keywords

risky investmentruin probability within finite horizonsubexponential class

Mathematics Subject Classification ID

Cites Work

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