In a diffusion model of risk, we focus on the initial capital needed to make the probability of ruin within finite time equal to a prescribed value. It is defined as a solution of a nonlinear equation. The endeavor to write down and to investigate analytically this solution as a function of the...

"This book embraces issues important to economists focused on general complex reflexive systems. It covers schematic representations of causal connections indicated by arrows to rigorous mathematical models ready for computations."