关于投资于具有制度转换价格的风险资产的破产概率

{"title":"关于投资于具有制度转换价格的风险资产的破产概率","authors":"Y. Kabanov, S. Pergamenshchikov","doi":"10.1007/s00780-022-00483-w","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"259 1-2","pages":"877 - 897"},"PeriodicalIF":1.1000,"publicationDate":"2022-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"On ruin probabilities with investments in a risky asset with a regime-switching price\",\"authors\":\"Y. Kabanov, S. Pergamenshchikov\",\"doi\":\"10.1007/s00780-022-00483-w\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":50447,\"journal\":{\"name\":\"Finance and Stochastics\",\"volume\":\"259 1-2\",\"pages\":\"877 - 897\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2022-09-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Finance and Stochastics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1007/s00780-022-00483-w\",\"RegionNum\":2,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Finance and Stochastics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1007/s00780-022-00483-w","RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}