Stability bounds for ruin probabilities in a Markov modulated risk model with investments

Research output: Working paperResearch

  • Deimante Rusaityte
Original languageEnglish
Place of PublicationKøbenhavns Universitet
Publisher<Forlag uden navn>
Pages1-35
ISBN (Print)87-7834-5804-9
Publication statusPublished - 2002

ID: 160451