Sie sind hier: Startseite Ernst Eberlein Inhalte 2021 Artikel-Ruin probabilities …

2021 Artikel-Ruin probabilities for a Sparre Andersen model with investments

Ruin probabilities for a Sparre Andersen model with investments. Stochastic Processes and their Applications 144 (2022), 72 - 84 (with Y. Kabanov and Th. Schmidt)

PDF document icon RuinProbability07092021.pdf — PDF document, 283 KB (290579 bytes)