Pages that link to "Item:Q4385145"

The following pages link to Ruin theory with stochastic return on investments (Q4385145):

Displayed 48 items.

• Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) ‎ (← links)
• An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) ‎ (← links)
• Ruin probability for Lévy risk process compounded by geometric Brownian motion (Q2480275) ‎ (← links)
• Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) ‎ (← links)
• A nonhomogeneous risk model for insurance (Q2494797) ‎ (← links)
• Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) ‎ (← links)
• Optimal portfolio choice for an insurer with loss aversion (Q2513637) ‎ (← links)
• Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420) ‎ (← links)
• Ruin probabilities for a~risk process with stochastic return on investments. (Q2574640) ‎ (← links)
• Dynamical insurance models with investment: constrained singular problems for integrodifferential equations (Q2629971) ‎ (← links)
• Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039) ‎ (← links)
• On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) ‎ (← links)
• CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (Q2746365) ‎ (← links)
• The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639) ‎ (← links)
• Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428) ‎ (← links)
• Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) ‎ (← links)
• Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231) ‎ (← links)
• A Diffusion Perturbed Risk Process with Stochastic Return on Investments (Q3158141) ‎ (← links)
• Viscosity Solutions of Integro-Differential Equations for Nonruin Probabilities (Q3178732) ‎ (← links)
• Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions (Q3391780) ‎ (← links)
• Some Ruin Problems for a Risk Process with Stochastic Interest (Q3518780) ‎ (← links)
• The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033) ‎ (← links)
• Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) ‎ (← links)
• Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822) ‎ (← links)
• Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) ‎ (← links)
• On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722) ‎ (← links)
• Authors’ Reply: The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion - Discussion by Bangwon Ko (Q5019738) ‎ (← links)
• Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (Q5019754) ‎ (← links)
• Affine Storage and Insurance Risk Models (Q5026437) ‎ (← links)
• Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (Q5028925) ‎ (← links)
• Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (Q5077245) ‎ (← links)
• Uniform asymptotics for discounted aggregate claims in dependent multi-risk model (Q5078279) ‎ (← links)
• Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) ‎ (← links)
• Stochastic calculus in a risk model with stochastic return on investments (Q5086621) ‎ (← links)
• Efficiency of institutional spending and investment rules (Q5117681) ‎ (← links)
• Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) ‎ (← links)
• On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments (Q5421588) ‎ (← links)
• Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) ‎ (← links)
• The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) ‎ (← links)
• Ruin in the perturbed compound Poisson risk process under interest force (Q5697204) ‎ (← links)
• Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) ‎ (← links)
• A decomposition of the ruin probability for the risk process perturbed by diffusion (Q5938027) ‎ (← links)
• On the distribution of surplus immediately after ruin under interest force (Q5956048) ‎ (← links)
• Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments (Q6074006) ‎ (← links)
• Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors (Q6127105) ‎ (← links)
• Revisiting the product of random variables (Q6159086) ‎ (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) ‎ (← links)
• Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns (Q6169364) ‎ (← links)