The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments

Bibliographic Details
Main Author: Badaoui , Mohamed
Other Authors: Fernández Fernández, María Asuncion Begoña (Asesor)
Format: Tesis de doctorado
Published: MX 2012
Subjects:
Online Access:https://hdl.handle.net/20.500.14330/TES01000685176
http://132.248.9.195/ptd2012/octubre/0685176/Index.html