Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519): Difference between revisions

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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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+Q3008262
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+Extremes on the discounted aggregate claims in a time dependent risk model
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+Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time
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+An extension of Paulsen-Gjessing's risk model with stochastic return on investments
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+Integrated insurance risk models with exponential Lévy investment
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+Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
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+Optimal investment for insurers when the stock price follows an exponential Lévy process
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+Q3560912
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+Optimal portfolios when stock prices follow an exponential Lévy process
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+Financial Modelling with Jump Processes
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+Asymptotics in a time-dependent renewal risk model with stochastic return
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+Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
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+Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
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+An introduction to copulas.
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