Addendum providing complements to asymptotics of ruin probabilities in Sparre Andersen model with investments via implicit renewal theory.
The Equation X = AX + B, Springer Series in Operations Research and Financial Engi neering
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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.