Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661): Difference between revisions

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+https://doi.org/10.1080/03461230410020310
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+W2039828141
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+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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+In the insurance business risky investments are dangerous
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+Ruin probabilities in the presence of regularly varying tails and optimal investment.
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+Power tailed ruin probabilities in the presence of risky investments.
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+Finite and infinite time ruin probabilities 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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+On minimizing the ruin probability by investment and reinsurance
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+Distributions for the risk process with a stochastic return on investments.
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