Pages that link to "Item:Q1849793"
From MaRDI portal
The following pages link to In the insurance business risky investments are dangerous (Q1849793):
Displaying 13 items.
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722) (← links)
- Sub-optimal investment for insurers (Q5077500) (← links)
- Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior (Q5087008) (← links)
- On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- Singular Problems for Integro-differential Equations in Dynamic Insurance Models (Q5248397) (← links)
- ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
- Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)
- The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications (Q5443462) (← links)
- Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)
- Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin (Q5716000) (← links)