collaborators

1 paper

math.PR2025

Distributional equations and the ruin problem for the Sparre Andersen model with investments

Yuri Kabanov, Danil Legenkiy, Platon Promyslov

This note is an addendum to the work initiated by Eberlein, Kabanov, and Schmidt and developed further by Kabanov and Promyslov on the asymptotics of the ruin probabilities in the…