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Renner A.G., Lenert A.G. THE STRUCTURE OF INVESTING THE INSURANCE COMPANY CAPITAL INTO RISK-FREE ASSETSThe article investigates the probability of non-ruin of an insurance company investing its own capital into risk-free assets. Assuming generalized nature of frequency distribution it identifies the structure of investing the insurance company capital into risk-free assets.Key words: probability of non-ruin, investing, risk-free assets, Dirac delta function.
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About this article
Authors: Renner A.G., Lenert A.G.
Year: 2012
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Editor-in-chief |
Sergey Aleksandrovich MIROSHNIKOV |
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