Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (Q1757966): Difference between revisions

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+https://doi.org/10.1007/s10114-012-0153-9
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+W2084177440
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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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@@ Property / cites work @@
+Optimal investment for insurers
@@ Property / cites work: Optimal investment for insurers / rank @@
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+Asymptotic ruin probabilities and optimal investment
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+Asymptotics of ruin probabilities for controlled risk processes in the small claims case
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+Optimal investment for insurer with jump-diffusion risk process
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+Upper bound for ruin probabilities under optimal investment and proportional reinsurance
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
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