Matches in SemOpenAlex for { <https://semopenalex.org/work/W1947002938> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W1947002938 endingPage "24" @default.
- W1947002938 startingPage "11" @default.
- W1947002938 abstract "We study a mathematical model of an insurance company that shares its capital by investing it in both stocks and bonds. The basic tool to describe the evolution of the stock price is the OrnsteinâUhlenbeck process. We construct an estimate for the ruin probability of an insurance company as a function of the initial capital. The distribution of the capital between stocks and bonds is found for which this estimate is minimal." @default.
- W1947002938 created "2016-06-24" @default.
- W1947002938 creator A5001350782 @default.
- W1947002938 creator A5040635044 @default.
- W1947002938 date "2007-07-11" @default.
- W1947002938 modified "2023-10-14" @default.
- W1947002938 title "On the ruin probability of an insurance company dealing in a $BS$-market" @default.
- W1947002938 cites W1546327665 @default.
- W1947002938 cites W1554532768 @default.
- W1947002938 cites W2188127598 @default.
- W1947002938 cites W606561133 @default.
- W1947002938 doi "https://doi.org/10.1090/s0094-9000-07-00693-x" @default.
- W1947002938 hasPublicationYear "2007" @default.
- W1947002938 type Work @default.
- W1947002938 sameAs 1947002938 @default.
- W1947002938 citedByCount "6" @default.
- W1947002938 countsByYear W19470029382012 @default.
- W1947002938 countsByYear W19470029382018 @default.
- W1947002938 countsByYear W19470029382020 @default.
- W1947002938 countsByYear W19470029382022 @default.
- W1947002938 crossrefType "journal-article" @default.
- W1947002938 hasAuthorship W1947002938A5001350782 @default.
- W1947002938 hasAuthorship W1947002938A5040635044 @default.
- W1947002938 hasBestOaLocation W19470029381 @default.
- W1947002938 hasConcept C10138342 @default.
- W1947002938 hasConcept C105795698 @default.
- W1947002938 hasConcept C110121322 @default.
- W1947002938 hasConcept C127413603 @default.
- W1947002938 hasConcept C134306372 @default.
- W1947002938 hasConcept C149441793 @default.
- W1947002938 hasConcept C149782125 @default.
- W1947002938 hasConcept C162118730 @default.
- W1947002938 hasConcept C162324750 @default.
- W1947002938 hasConcept C166957645 @default.
- W1947002938 hasConcept C204036174 @default.
- W1947002938 hasConcept C29859451 @default.
- W1947002938 hasConcept C2986432223 @default.
- W1947002938 hasConcept C33923547 @default.
- W1947002938 hasConcept C69738904 @default.
- W1947002938 hasConcept C78519656 @default.
- W1947002938 hasConcept C83646750 @default.
- W1947002938 hasConcept C95457728 @default.
- W1947002938 hasConceptScore W1947002938C10138342 @default.
- W1947002938 hasConceptScore W1947002938C105795698 @default.
- W1947002938 hasConceptScore W1947002938C110121322 @default.
- W1947002938 hasConceptScore W1947002938C127413603 @default.
- W1947002938 hasConceptScore W1947002938C134306372 @default.
- W1947002938 hasConceptScore W1947002938C149441793 @default.
- W1947002938 hasConceptScore W1947002938C149782125 @default.
- W1947002938 hasConceptScore W1947002938C162118730 @default.
- W1947002938 hasConceptScore W1947002938C162324750 @default.
- W1947002938 hasConceptScore W1947002938C166957645 @default.
- W1947002938 hasConceptScore W1947002938C204036174 @default.
- W1947002938 hasConceptScore W1947002938C29859451 @default.
- W1947002938 hasConceptScore W1947002938C2986432223 @default.
- W1947002938 hasConceptScore W1947002938C33923547 @default.
- W1947002938 hasConceptScore W1947002938C69738904 @default.
- W1947002938 hasConceptScore W1947002938C78519656 @default.
- W1947002938 hasConceptScore W1947002938C83646750 @default.
- W1947002938 hasConceptScore W1947002938C95457728 @default.
- W1947002938 hasIssue "00" @default.
- W1947002938 hasLocation W19470029381 @default.
- W1947002938 hasOpenAccess W1947002938 @default.
- W1947002938 hasPrimaryLocation W19470029381 @default.
- W1947002938 hasRelatedWork W1971561509 @default.
- W1947002938 hasRelatedWork W2030691999 @default.
- W1947002938 hasRelatedWork W2070339686 @default.
- W1947002938 hasRelatedWork W2111211011 @default.
- W1947002938 hasRelatedWork W2136320673 @default.
- W1947002938 hasRelatedWork W2155061148 @default.
- W1947002938 hasRelatedWork W2363296508 @default.
- W1947002938 hasRelatedWork W2802573075 @default.
- W1947002938 hasRelatedWork W3124350914 @default.
- W1947002938 hasRelatedWork W3147257546 @default.
- W1947002938 hasVolume "74" @default.
- W1947002938 isParatext "false" @default.
- W1947002938 isRetracted "false" @default.
- W1947002938 magId "1947002938" @default.
- W1947002938 workType "article" @default.