In the insurance business risky investments are dangerous: the case of negative risk sums
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- Lioudmila Vostrikova, 2018. "On Distributions Of Exponential Functionals Of The Processes With Independent Increments," Working Papers hal-01725776, HAL.
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More about this item
KeywordsNegative risk sums models; Financial markets; Smoothness of the exit probability; Exponential functional of a Brownian motion; Autoregression with random coefficients;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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