Asymptotics of ruin probabilities for controlled risk processes in the small claims case

... The aim of the paper is to obtain the asymptotic behaviour of the ruin probability under the optimal investment strategy in the small claims case ...

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Year of publication:	2003-03-21
Authors:	Hipp, Christian ; Schmidli, Hanspeter
Publisher:	Universität <Karlsruhe> / Lehrstuhl für Versicherungswissenschaft
Subject:	Versicherungswissenschaft \| insurance economics \| Anlagepolitk \| investment Policy \| Versicherungsrecht \| Versicherungsmathematik

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Extent:	226304 bytes 16 p. application/pdf
Series:	Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Veröffentlichungen
Type of publication:	Book / Working Paper
Language:	English
Classification:	Corporate finance and investment policy. General ; Management of insurance ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005846376