Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766): Difference between revisions

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+Ruin probabilities with dependent rates of interest
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
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+Sur les fonctionnelles exponentielles de certains processus de lévy
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+In the insurance business risky investments are dangerous
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+Aspects of risk theory
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+Power tailed ruin probabilities in the presence of risky investments.
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+Ruin problems with assets and liabilities of diffusion type
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+Risk theory in a stochastic economic environment
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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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+Q4230625
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+Ruin estimates under interest force
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+Distributions for the risk process with a stochastic return on investments.
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+On some exponential functionals of Brownian motion
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