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Publications in Scientific Journals:

J. Gaier, P. Grandits, W. Schachermayer:
"Asymptotic Ruin Probabilities and Optimal Investment";
Annals of Applied Probability, 13 (2003), 3; 1054 - 1076.



Related Projects:
Project Head Peter Grandits:
Abschätzung der Ruinwahrscheinlichkeit für einen Versicherer


Created from the Publication Database of the Vienna University of Technology.