On absolute ruin minimization under a diffusion approximation model (Q2276211): Difference between revisions

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-Michael I. Taksar
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+Michael I. Taksar
@@ Property / author: Michael I. Taksar / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2010.10.004
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+W1982920830
@@ Property / OpenAlex ID: W1982920830 / rank @@
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@@ Property / cites work @@
+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+On the time value of absolute ruin with debit interest
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@@ Property / cites work @@
+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
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@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
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@@ Property / cites work @@
+Stochastic differential equations for compounded risk reserves
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@@ Property / cites work @@
+Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
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@@ Property / cites work @@
+On reinsurance and investment for large insurance portfolios
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@@ Property / cites work @@
+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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@@ Property / cites work @@
+Diffusion approximations for a risk process with the possibility of borrowing and investment
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@@ Property / cites work @@
+Optimal dynamic reinsurance policies for large insurance portfolios
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@@ Property / cites work @@
+Q3221798
@@ Property / cites work: Q3221798 / rank @@
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+Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest
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