On ruin probabilities with investments in a risky asset with a regime-switching price
Crossref DOI link: https://doi.org/10.1007/s00780-022-00483-w
Published Online: 2022-09-05
Published Print: 2022-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kabanov, Yuri
Pergamenshchikov, Sergey
Text and Data Mining valid from 2022-09-05
Version of Record valid from 2022-09-05
Article History
Received: 22 September 2021
Accepted: 4 May 2022
First Online: 5 September 2022