Asymptotics of discounted aggregate claims for renewal risk model with risky investment
type: Item
instance of: scholarly article
title: Asymptotics of discounted aggregate claims for renewal risk model with risky investment
zbMATH Open document ID: 1237.62153
author: Tao Jiang
published in: Applied Mathematics. Series B (English Edition)
publication date: 2011-07-19T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 5926381
zbMATH Keywords: ruin probability within finite horizon
zbMATH Keywords: risky investment
zbMATH Keywords: subexponential class
MaRDI profile type: Publication
full work available at URL: s11766-010-1938-1
OpenAlex ID: W2133634147
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DOI: 10.1007/S11766-010-1938-1
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description: scientific article; zbMATH DE number 5926381