On absolute ruin minimization under a diffusion approximation model (Q2276211): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2010.10.004
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+W1982920830
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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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+On the time value of absolute ruin with debit interest
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+Martingales and insurance risk
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+Stochastic differential equations for compounded risk reserves
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+Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
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+On reinsurance and investment for large insurance portfolios
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Diffusion approximations for a risk process with the possibility of borrowing and investment
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+Optimal dynamic reinsurance policies for large insurance portfolios
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+Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest
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