Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/03461230410020310
+Normal rank
@@ Property / OpenAlex ID @@
+W2039828141
@@ Property / OpenAlex ID: W2039828141 / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
+Normal rank
@@ Property / cites work @@
+In the insurance business risky investments are dangerous
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the presence of regularly varying tails and optimal investment.
+Normal rank
@@ Property / cites work @@
+Optimal investment for insurers
@@ Property / cites work: Optimal investment for insurers / rank @@
+Normal rank
@@ Property / cites work @@
+Power tailed ruin probabilities in the presence of risky investments.
+Normal rank
@@ Property / cites work @@
+Q4522707
@@ Property / cites work: Q4522707 / 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 @@
+On minimizing the ruin probability by investment and reinsurance
+Normal rank
@@ Property / cites work @@
+Distributions for the risk process with a stochastic return on investments.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5467661