On stochastic difference equations in insurance ruin theory (Q2902286): Difference between revisions

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+Q3511290
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+Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
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+Q5624436
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+Implicit renewal theory and tails of solutions of random equations
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+Stability of perpetuities
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+Regular variation in the tail behaviour of solutions of random difference equations
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+Random difference equations and renewal theory for products of random matrices
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+Integrated insurance risk models with exponential Lévy investment
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+Finite and infinite time ruin probabilities in a stochastic economic environment.
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+Risk theory in a stochastic economic environment
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+Ruin models with investment income
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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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