Pages that link to "Item:Q1766062"
From MaRDI portal
The following pages link to Power tailed ruin probabilities in the presence of risky investments. (Q1766062):
Displayed 29 items.
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← 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)
- 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)
- Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (Q886118) (← links)
- Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
- On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
- Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
- On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
- Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
- From light tails to heavy tails through multiplier (Q2271715) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787) (← links)
- On queues with service and interarrival times depending on waiting times (Q2454678) (← links)
- Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
- Ruin probability in the presence of risky investments (Q2490060) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← 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)
- What is the time value of a stream of investments? (Q3367754) (← links)
- Some Ruin Problems for a Risk Process with Stochastic Interest (Q3518780) (← links)
- Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
- The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model (Q3634588) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
- Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)