Pages that link to "Item:Q483712"
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The following pages link to Ruin probabilities under general investments and heavy-tailed claims (Q483712):
Displayed 11 items.
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576) (← links)
- Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
- Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611) (← links)
- Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
- Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035) (← links)