Wealth investment strategies for insurance companies and the probability of ruin (Q1787826): Difference between revisions

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+W2595533254
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+Asymptotic results for renewal risk models with risky investments
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+Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums
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+Q3560912
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+Minimizing the Probability of Ruin When Consumption is Ratcheted
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
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+Optimal investment strategy for a non-life insurance company: quadratic loss
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+Q5798359
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+In the insurance business risky investments are dangerous
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+Asymptotic ruin probabilities and optimal investment
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+Q3868650
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+A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market
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+Optimal investment for insurers
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+Optimal investment for insurers when the stock price follows an exponential Lévy process
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+Optimal Investment for an Insurer to Minimize Its Probability of Ruin
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+Finite and infinite time ruin probabilities in a stochastic economic environment.
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+Ruin probability in the presence of risky investments
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+Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
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+Publication:1787826