Pages that link to "Item:Q1413312"

The following pages link to Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312):

Displaying 21 items.

• Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
• Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
• Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
• Optimal investment under transaction costs for an insurer (Q487570) (← links)
• Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
• Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
• The ruin probability in the presence of extended regular variation and optimal investment (Q951756) (← links)
• Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
• Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
• Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
• Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
• Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
• Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
• On optimal investment and subexponential claims (Q2483945) (← links)
• Asymptotic optimal investment under interest rate for a class of subexponential distributions (Q4576874) (← links)
• Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
• ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← 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)
• Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach (Q5467654) (← links)
• Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)