Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312): Difference between revisions

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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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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Optimal investment for insurers
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+Ruin probabilities in the presence of heavy-tails and interest rates
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+Ruin theory with compounding assets -- a survey
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+Ruin theory with stochastic return on investments
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