Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2165299400 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4379506 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discounted probabilities and ruin theory in the compound binomial model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for the Ruin Probability of a Discrete-Time Risk Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for the ruin probability in a controlled discrete-time risk process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal investment in a reinsurance context with a point process market model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimising expected discounted capital injections by reinsurance in a classical risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic ruin probabilities and optimal investment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aspects of risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk model with fuzzy random individual claim amount / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin probabilities under general investments and heavy-tailed claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp conditions for certain ruin in a risk process with stochastic return on investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Control of ruin probabilities by discrete-time investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: On minimizing the ruin probability by investment and reinsurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5434181 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of surplus immediately after ruin under interest force and subexponential claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lundberg approximations for compound distributions with insurance applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin probability in the Cramér-Lundberg model with risky investments / rank
 
Normal rank

Latest revision as of 03:18, 6 July 2024

scientific article; zbMATH DE number 6127037
Language Label Description Also known as
English
Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance
scientific article; zbMATH DE number 6127037

    Statements

    Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (English)
    0 references
    0 references
    19 January 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    risk process
    0 references
    semi-Markov process
    0 references
    optimal reinsurance and investment
    0 references
    lundberg-type bound
    0 references
    0 references