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

Extremes 2026 Open access

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Authors: Yuri Kabanov, Danil Legenkiy, Platon Promyslov

DOI: 10.1007/s10687-025-00525-4

Cited by: 1

References: 25

Fields of Study & Subjects

Probability and Risk Models Financial Risk and Volatility Modeling Stochastic processes and financial applications

References 25