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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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Item Type: Article
Official URL: http://www.elsevier.com/wps/find/journaldescriptio...
Additional Information: © 2001 Elsevier Science
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Research centres and groups > Financial Markets Group (FMG)
Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Oct 2008 11:11
URL: http://eprints.lse.ac.uk/16360/

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