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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

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Identification Number: 10.1016/S0304-4149(01)00148-X
Item Type: Article
Official URL: http://www.elsevier.com/wps/find/journaldescriptio...
Additional Information: © 2001 Elsevier Science
Subjects: H Social Sciences > HA Statistics
Sets: Research centres and groups > Financial Markets Group (FMG)
Departments > Statistics
Date Deposited: 27 Oct 2008 11:11
Last Modified: 01 Oct 2010 09:08
URI: http://eprints.lse.ac.uk/id/eprint/16360

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