Power tailed ruin probabilities in the presence of risky investments
Kalashnikov, Vladimir; and Norberg, Ragnar
(2002)
Power tailed ruin probabilities in the presence of risky investments.
Stochastic Processes and Their Applications, 98 (2).
pp. 211-228.
ISSN 0304-4149
| Item Type | Article |
|---|---|
| Departments |
Financial Markets Group Statistics |
| DOI | 10.1016/S0304-4149(01)00148-X |
| Date Deposited | 27 Oct 2008 11:11 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16360 |