Pages that link to "Item:Q1766007"

The following pages link to Distributions for the risk process with a stochastic return on investments. (Q1766007):

Displaying 31 items.

• In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
• Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
• Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
• On the renewal risk process with stochastic interest (Q855690) (← links)
• The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
• A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) (← links)
• The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
• On differentiability of ruin functions under Markov-modulated models (Q1016634) (← links)
• Survival probability for a two-dimensional risk model (Q1023117) (← links)
• Some results for classical risk process with stochastic return on investments (Q1566069) (← links)
• On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
• Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems (Q2304423) (← links)
• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
• Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
• Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
• Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
• A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) (← 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)
• Ruin probabilities for a~risk process with stochastic return on investments. (Q2574640) (← links)
• Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605) (← links)
• Viscosity Solutions of Integro-Differential Equations for Nonruin Probabilities (Q3178732) (← links)
• Affine Storage and Insurance Risk Models (Q5026437) (← links)
• Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior (Q5087008) (← links)
• Ruin in the perturbed compound Poisson risk process under interest force (Q5697204) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)