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.
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¤t_base=TES01},
Year = {2012},
Mrclass = {91B70 (60J60 35K58 91B30 91A30)}
}
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