A Note on the Ruin Problem with Risky Investments

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dc.creatorMaher, David
dc.date2005-06-08
dc.date2005-07-12
dc.date.accessioned2026-07-07T12:07:16Z
dc.date.available2026-07-07T12:07:16Z
dc.descriptionWe reprove a result concerning certain ruin in the classical problem of the probability of ruin with risky investments and several of it's generalisations. We also provide the combined transition density of the risk and investment processes in the diffusion case.
dc.description12 pages; Corrected typos and labels
dc.identifierhttps://arxiv.org/abs/math/0506127
dc.identifierhttp://arxiv.org/abs/math/0506127
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208908
dc.subjectProbability
dc.subjectRisk Management
dc.subject62P05; 43A80
dc.titleA Note on the Ruin Problem with Risky Investments
dc.typetext

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