Addendum providing complements to asymptotics of ruin probabilities in Sparre Andersen model with investments via implicit renewal theory.
Finance and Stochastics 6 (2) (2002), 227–235
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Distributional equations and the ruin problem for the Sparre Andersen model with investments
Addendum providing complements to asymptotics of ruin probabilities in Sparre Andersen model with investments via implicit renewal theory.