Author:
Gaier Johanna,Grandits Peter
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference10 articles.
1. Bingham, N.H., Goldie, C.M., Teugels, J.L., 1987. Regular Variation. Cambridge University Press, Cambridge.
2. Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin;Browne;Mathematics of Operations Research,1995
3. Estimates for the probability of ruin with special emphasis on the possibility of large claims;Embrechts;Insurance Mathematics and Economics,1982
4. Feller, W., 1971. An Introduction to Probability Theory and Its Applications. Wiley, New York.
5. Frolova, A.G., Kabanov, Y.M., Pergamenshchikov, S.M., 2001. In the insurance business risky investments are dangerous. Preprint. Universite de Franche Comte Besancon.
Cited by
29 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献