On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching
type: Item
instance of: scholarly article
title: On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching
zbMATH Open document ID: 1548.91035
DOI: 10.1007/978-3-031-47417-0_21
author: Ying He
author: K. Borovkov
publication date: 2024-10-31T00:00:00Z
Mathematics Subject Classification ID: 91B05
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 7936621
zbMATH Keywords: Brownian motion-type Itô processes
zbMATH Keywords: reserve process model
zbMATH Keywords: renewal process
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7936621