Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference14 articles.
1. Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
2. The Surplus Process As A Fair Game—Utilitywise
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