Ruin probability in the continuous-time compound binomial model with investment
type: Item
instance of: scholarly article
title: Ruin probability in the continuous-time compound binomial model with investment
zbMATH Open document ID: 1340.91067
DOI: 10.1016/S0252-9602(15)60003-0
author: Shuaiqi Zhang
author: Guoxin Liu
author: Mei-Ci Sun
published in: Acta Mathematica Scientia. Series B. (English Edition)
publication date: 2016-01-15T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 6531561
zbMATH Keywords: continuous-time compound binomial model
zbMATH Keywords: investment
zbMATH Keywords: ruin probability
zbMATH Keywords: Lundberg bounds
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 6531561