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diffusion model of risk
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Elementary bounds on the ruin capital in a
diffusion
model
of
risk
Malinovskii, Vsevolod K.
- In:
Risks
2
(
2014
)
3
,
pp. 249-259
In a
diffusion
model
of
risk
, we focus on the initial capital needed to make the probability of ruin within finite time …
Persistent link: https://www.econbiz.de/10010421277
Saved in:
2
Elementary Bounds on the Ruin Capital in a
Diffusion
Model
of
Risk
Malinovskii, Vsevolod K.
- In:
Risks
2
(
2014
)
3
,
pp. 249-259
In a
diffusion
model
of
risk
, we focus on the initial capital needed to make the probability of ruin within finite time …
Persistent link: https://www.econbiz.de/10010795611
Saved in:
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