A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325): Difference between revisions

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+Q4726487
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Q4343010
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+In the insurance business risky investments are dangerous
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+Ruin probabilities and investment under interest force in the presence of regularly varying tails
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+Q4247115
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+Power tailed ruin probabilities in the presence of risky investments.
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+Regular variation and differential equations
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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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+On Cramér-like asymptotics for risk processes with stochastic return on investments
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+Ruin theory with stochastic return on investments
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+Stochastic differential equations. An introduction with applications.
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+Asymptotic ruin probabilities when exponential moments do not exist
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+Distributions for the risk process with a stochastic return on investments.
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