摘要 : ? 2022 Elsevier Inc.Consider an insurer with d lines of business and the freedom to make risk-free and risky investments. The investment portfolio price process is described as a general càdlàg process. It is assumed that the clai... 展开
作者 | Cheng M. Wang D. Konstantinides D.G. |
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作者单位 | |
期刊名称 | 《Applied mathematics and computation》 |
总页数 | 5 |
语种/中图分类号 | 英语 / O241 |
关键词 | Càdlàg process Multivariate regular variation Risk model Ruin probability Stochastic return |
馆藏号 | N2008EPST0000472 |