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Ruin probabilities
AMS 1991 subject classification: 93E20
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Concentration inequality
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Ergodic diffusion processes
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Financial investment
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Finance and stochastics
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On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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