A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2004.01.001
@@ Property / DOI: 10.1016/j.insmatheco.2004.01.001 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2004.01.001
+Normal rank
@@ Property / OpenAlex ID @@
+W1965152083
@@ Property / OpenAlex ID: W1965152083 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimates for the probability of ruin with special emphasis on the possibility of large claims
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+In the insurance business risky investments are dangerous
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and investment under interest force in the presence of regularly varying tails
+Normal rank
@@ Property / cites work @@
+Q4247115
@@ Property / cites work: Q4247115 / rank @@
+Normal rank
@@ Property / cites work @@
+Power tailed ruin probabilities in the presence of risky investments.
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040126
@@ Property / cites work: Q4040126 / rank @@
+Normal rank
@@ Property / cites work @@
+Regular variation and differential equations
@@ Property / cites work: Regular variation and differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Finite and infinite time ruin probabilities in a stochastic economic environment.
+Normal rank
@@ Property / cites work @@
+Sharp conditions for certain ruin in a risk process with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+On Cramér-like asymptotics for risk processes with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q4340161
@@ Property / cites work: Q4340161 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities when exponential moments do not exist
+Normal rank
@@ Property / cites work @@
+Q3838091
@@ Property / cites work: Q3838091 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributions for the risk process with a stochastic return on investments.
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2004.01.001
@@ Property / DOI: 10.1016/J.INSMATHECO.2004.01.001 / rank @@
+Normal rank