Power tailed ruin probabilities in the presence of risky investments
Kalashnikov, V. & Norberg, R.
(2002).
Power tailed ruin probabilities in the presence of risky investments.
Stochastic Processes and Their Applications,
98(2), 211-228.
https://doi.org/10.1016/S0304-4149(01)00148-X
| Item Type | Article |
|---|---|
| Copyright holders | © 2001 Elsevier Science |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Academic Departments > Statistics |
| DOI | 10.1016/S0304-4149(01)00148-X |
| Date Deposited | 27 Oct 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16360 |
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