Pages that link to "Item:Q1593636"
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The following pages link to Ruin problems with assets and liabilities of diffusion type (Q1593636):
Displayed 50 items.
- An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
- Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
- The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309) (← links)
- Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
- Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- Computing ruin probability in the classical risk model (Q845482) (← links)
- Asset-liability management under the safety-first principle (Q846949) (← links)
- Asset and liability management under a continuous-time mean-variance optimization framework (Q860504) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
- Ruin theory with compounding assets -- a survey (Q1265912) (← links)
- Some results for classical risk process with stochastic return on investments (Q1566069) (← links)
- Insurance pricing using \(H_{\infty}\)-control (Q1646165) (← links)
- A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
- Distributions for the risk process with a stochastic return on investments. (Q1766007) (← links)
- Power tailed ruin probabilities in the presence of risky investments. (Q1766062) (← links)
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
- Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
- Restricted coherent risk measures and actuarial solvency (Q1929899) (← links)
- Present value distributions with applications to ruin theory and stochastic equations (Q1965872) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
- Time inconsistent asset-liability management with partial information (Q2189144) (← links)
- Partially observed time-inconsistency recursive optimization problem and application (Q2247911) (← links)
- From light tails to heavy tails through multiplier (Q2271715) (← links)
- The restricted convex risk measures in actuarial solvency (Q2343100) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
- Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787) (← links)
- Total duration of negative surplus for a Brownian motion risk model with interest (Q2440501) (← links)
- Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
- On queues with service and interarrival times depending on waiting times (Q2454678) (← links)
- The impact on ruin probabilities of the association structure among financial risks (Q2467388) (← links)
- Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
- A nonhomogeneous risk model for insurance (Q2494797) (← links)
- The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617) (← links)
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model (Q2518552) (← 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)
- Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- Sensitivity of the joint survival probability for reinsurance schemes (Q2870748) (← links)