Ruin probability in the presence of risky investments (Q2490060): Difference between revisions

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-.1016/j.spa.2005.09.006
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+A large deviation estimate for ruin probabilities
@@ Property / cites work: A large deviation estimate for ruin probabilities / rank @@
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+Q5512461
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+In the insurance business risky investments are dangerous
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+Asymptotic ruin probabilities and optimal investment
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+Implicit renewal theory and tails of solutions of random equations
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+Calcul stochastique et problèmes de martingales
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+Power tailed ruin probabilities in the presence of risky investments.
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Ruin Probabilities for Insurance Models Involving Investments
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+Non-life insurance mathematics. An introduction with stochastic processes.
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+Finite and infinite time ruin probabilities in a stochastic economic environment.
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+Sharp conditions for certain ruin in a risk process with stochastic return on investments
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+.1016/J.SPA.2005.09.006
@@ Property / DOI: 10.1016/J.SPA.2005.09.006 / rank @@
+Normal rank