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In the insurance business risky investments are dangerous |
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| Authors: | Anna Frolova Yuri Kabanov Serguei Pergamenshchikov |
| Institution: | Alfa-Bank, Masha Poryvaeva str., 9, 107078, Moscow, Russia, RU Laboratoire de Mathématiques, Université de Franche-Comté, 16 Route de Gray, 25030 Besan?on cedex, France (e-mail: Youri.Kabanov@Math.Univ-FComte.FR) and Central Economics and Mathematics Institute, Moscow, Russia, RU Tomsk State University, Lenin str., 36, 634050 Tomsk, Russia, RU |
| Abstract: | |
| Keywords: | : Risk process geometric Brownian motion ruin probabilities |
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