Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535): Difference between revisions

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+Upper bounds for large deviations of dependent random vectors
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+Ruin probabilities expressed in terms of ladder height distributions
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+Present value distributions with applications to ruin theory and stochastic equations
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+Implicit renewal theory and tails of solutions of random equations
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+Regular variation in the tail behaviour of solutions of random difference equations
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+Entropy, a useful concept in risk theory
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+Ruin problems with assets and liabilities of diffusion type
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+On the typical level crossing time and path
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+Rough descriptions of ruin for a general class of surplus processes
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+Large deviations for the time of ruin
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+On the ruin probabilities in a general economic environment
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+Risk theory in a stochastic economic environment
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+Sharp conditions for certain ruin in a risk process with stochastic return on investments
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+Ruin theory with stochastic return on investments
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