Pages that link to "Item:Q1265912"

The following pages link to Ruin theory with compounding assets -- a survey (Q1265912):

Displaying 36 items.

• Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem (Q624936) (← links)
• Catastrophe risk management with counterparty risk using alternative instruments (Q661243) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• On the renewal risk process with stochastic interest (Q855690) (← links)
• Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
• A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865) (← links)
• Ruin problems for a discrete time risk model with random interest rate (Q883070) (← links)
• Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702) (← links)
• Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
• Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
• Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
• On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
• Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes (Q1011157) (← links)
• Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312) (← links)
• On the ruin probabilities in a general economic environment (Q1613645) (← links)
• Power tailed ruin probabilities in the presence of risky investments. (Q1766062) (← links)
• On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
• Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898) (← links)
• Ruin probabilities with compounding assets (Q1962816) (← links)
• An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
• Ruin probabilities for a~risk process with stochastic return on investments. (Q2574640) (← 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)
• Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231) (← links)
• On the Analysis of a Random Interleaving Walk–Jump Process with Applications to Testing (Q3106540) (← links)
• A Diffusion Perturbed Risk Process with Stochastic Return on Investments (Q3158141) (← links)
• Ruin probabilities with random rates of interest (Q3415571) (← links)
• Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
• On the analysis of a random walk-jump chain with tree-based transitions and its applications to faulty dichotomous search (Q4639217) (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
• (Q5049867) (← links)
• Stochastic calculus in a risk model with stochastic return on investments (Q5086621) (← links)
• Itô calculus for Cramér-Lundberg model (Q5121396) (← links)
• Approximating the finite-time ruin probability under interest force (Q5956046) (← links)
• On the distribution of surplus immediately after ruin under interest force (Q5956048) (← links)