Finite- and Infinite-Time Ruin Probabilities in the...

Finite- and Infinite-Time Ruin Probabilities in the Presence of Stochastic Returns on Investments

Qihe Tang and Gurami Tsitsiashvili
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Volume:
36
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.2307/4140398
Date:
December, 2004
File:
PDF, 486 KB
english, 2004
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