Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior
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DOI: 10.1017/jpr.2021.74
Abstract: Abstract This study deals with the ruin problem when an insurance company having two business branches, life insurance and non-life insurance, invests its reserves in a risky asset with the price dynamics given by a… read more here.
Keywords: ruin; probabilities investments; ordinary differential; ruin probabilities ... See more keywords