Ruin probabilities for a Sparre Andersen model with investments (Q2066959): Difference between revisions

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+Asymptotic results for renewal risk models with risky investments
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+Mathematical Finance
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+In the insurance business risky investments are dangerous
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+Q4856610
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+Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process
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+Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior
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+Risk theory in a stochastic economic environment
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+Ruin theory with stochastic return on investments
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+A benchmark approach to quantitative finance
@@ Property / cites work: A benchmark approach to quantitative finance / rank @@
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