The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments. Badaoui, M. Ph.D. Thesis, UNAM, 2012.
The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments [link]Paper  bibtex   
@phdthesis{000685176,
Author = {Badaoui, Mohamed},
Advisor = {Fernández Fernández, Maria Asunción Begoña},
Keywords = {Stochastic models},
Pages = {133},
School = {UNAM},
Title = {The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments},
Type = {Doctorado},
Url = {http://tesis.unam.mx/F/?func=direct&doc_number=000685176&current_base=TES01},
Year = {2012},
Mrclass = {91B70 (60J60 35K58 91B30 91A30)}
}

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