Asymptotic results for renewal risk models with risky investments
type: Item
instance of: scholarly article
title: Asymptotic results for renewal risk models with risky investments
zbMATH Open document ID: 1250.91055
author: Hansjörg Albrecher
author: Corina Constantinescu
author: Enrique Thomann
published in: Stochastic Processes and their Applications
publication date: 2012-10-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6092500
zbMATH Keywords: renewal jump
zbMATH Keywords: diffusion process
zbMATH Keywords: ruin probability
zbMATH Keywords: Sparre Andersen risk model
zbMATH Keywords: investment
zbMATH Keywords: rational Laplace transform
zbMATH Keywords: regular variation
MaRDI profile type: Publication
full work available at URL: j.spa.2012.05.017
OpenAlex ID: W2013525097
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DOI: 10.1016/J.SPA.2012.05.017
description: scientific article; zbMATH DE number 6092500