Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787): Difference between revisions

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+Q3771313
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+Subexponentiality of the product of independent random variables
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+Q3860550
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+On convolution tails
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+Q4343010
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+Power tailed ruin probabilities in the presence of risky investments.
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+Ruin problems with assets and liabilities of diffusion type
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+On the ruin probabilities in a general economic environment
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+Finite and infinite time ruin probabilities in a stochastic economic environment.
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+On the behavior of the product of independent random variables
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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+Publication:2432787