Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564): Difference between revisions

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+Q3560912
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+Q4442928
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+Q4435489
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+Ruin problems with stochastic premium stochastic return on investments
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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+Ruin estimates under interest force
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+Ruin theory with stochastic return on investments
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+Power tailed ruin probabilities in the presence of risky investments.
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+Ruin in the perturbed compound Poisson risk process under interest force
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+Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment
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+The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails
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+Q4343010
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+The finite-time ruin probability of the compound Poisson model with constant interest force
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+The finite-time ruin probability for the jump-diffusion model with constant interest force
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+Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
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+Q4230625
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+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
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