Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312): Difference between revisions

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+Q4726487
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Q5624436
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+In the insurance business risky investments are dangerous
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+Optimal investment for insurers
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+Ruin probabilities in the presence of heavy-tails and interest rates
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+On an asymptotic problem concerning the laplace transform
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+Ruin theory with compounding assets -- a survey
@@ Property / cites work: Ruin theory with compounding assets -- a survey / rank @@
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+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
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+Publication:1413312