Ruin models with investment income
type: Item
instance of: scholarly article
title: Ruin models with investment income
zbMATH Open document ID: 1189.91077
DOI: 10.1214/08-PS134
author: Jostein Paulsen
published in: Probability Surveys
publication date: 2010-06-29T00:00:00Z
full work available at URL: https://arxiv.org/abs/0806.4125
full work available at URL: https://eudml.org/doc/222625
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 91-02
zbMATH DE Number: 5728609
zbMATH Keywords: ruin probability
zbMATH Keywords: risk theory
zbMATH Keywords: compounding assets
MaRDI profile type: Publication
arXiv ID: 0806.4125
description: scientific article