Ruin probability of a discrete-time risk process with proportional reinsurance and investment for the exponential and Pareto distributions - Jasiulewicz, Helena; Kordecki, Wojciech (Oficyna Wydawnicza Politechniki Wrocławskiej, 2015)
Operations Research and Decisions, vol. 25, 2015, nr 3, s. 17-38
Keywords: ekonomia - czasopisma; badania operacyjne; zarządzanie - czasopisma; discrete time risk process; ruin probability; proportional reinsurance; Lundberg’s inequality; regularly varying tail