Asymptotic ruin probabilities and optimal investment

Annals of Applied Probability

Volumn 13, Issue 3, 2003, Pages 1054-1076

  Gaier, J ^a   Grandits, P ^a   Schachermayer, W ^a  

^a VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

Lundberg inequality; Optimal investment; Ruin probability

Indexed keywords

EID: 3943058205     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1060202834     Document Type: Article

References (18)

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