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~isPartOf:"Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Veröffentlichungen"
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Asymptotics of ruin probabilities for controlled risk processes in the small claims case
Hipp, Christian
;
Schmidli, Hanspeter
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2003
... 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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