Addendum providing complements to asymptotics of ruin probabilities in Sparre Andersen model with investments via implicit renewal theory.
Stochastic Processes and their Appli cations, 140, 115 – 146 (2021)
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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.