The periodic risk model with investment
type: Item
instance of: scholarly article
title: The periodic risk model with investment
zbMATH Open document ID: 1141.91522
author: Mirko Kötter
author: Nicole Bäuerle
published in: Insurance Mathematics \& Economics
publication date: 2008-06-25T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5292534
zbMATH Keywords: ruin probability
zbMATH Keywords: adjustment coefficient
zbMATH Keywords: optimal investment
zbMATH Keywords: periodic environment
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.11.001
OpenAlex ID: W2024341001
cites work: Q4379506
cites work: Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
cites work: Q3314809
cites work: Point processes and queues. Martingale dynamics
cites work: Asymptotic ruin probabilities and optimal investment
cites work: The Markov-Modulated Risk Model with Investment
cites work: Q4435813
cites work: Q4230625
DOI: 10.1016/J.INSMATHECO.2007.11.001
description: scientific article; zbMATH DE number 5292534