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Distributional equations and the ruin problem for the Sparre Andersen model with investments

Published Online: 2026-01-03

Published Print: 2026-03

Authors

Kabanov, Yuri

Legenkiy, Danil

Promyslov, Platon
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Text and Data Mining valid from 2026-01-03

Version of Record valid from 2026-01-03
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Article History

Received: 13 November 2025

Revised: 13 November 2025

Accepted: 16 December 2025

First Online: 3 January 2026

Declarations

:

: The authors declare no competing interests.

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