Minimal ruin probabilities and investment under interest force for a class of subexponential distributions
Peter Grandits
Artikkel Engelsk
*0011406402 *008060130s2005 xx# 000 0 eng *019 $bk *100 $aGrandits, Peter$uInstitut für Wirtschaftsmathematik, TU Wien, Wien, Austria ; pgrand@fam.tuwien.ac.at$_158779000 *245 $aMinimal ruin probabilities and investment under interest force for a class of subexponential distributions *300 $aS. [401]-416 *500 $aVitenskapelig artikkel *5208 $aInneholder sammendrag *653 $aintegro-differential equations$9eng$_158779100 *653 $aoptimal investment$9eng$_158779200 *653 $aruin probabilities$9eng$_158779300 *653 $asubexponential distributions$9eng$_158779400 *773 $tScandinavian actuarial journal$gNo. 6 (2005)$x0346-1238$w(NO-LaBS)941286(tnr) *999 $z600382911$anorart:600382911 ^