Pages that link to "Item:Q1805763"

The following pages link to Sharp conditions for certain ruin in a risk process with stochastic return on investments (Q1805763):

Displaying 31 items.

• In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
• Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
• Ruin probability in the Cramér-Lundberg model with risky investments (Q544507) (← links)
• Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
• On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← 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)
• Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
• Ruin theory with compounding assets -- a survey (Q1265912) (← links)
• Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
• On the ruin probabilities in a general economic environment (Q1613645) (← links)
• On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
• Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• Ruin probabilities for a Sparre Andersen model with investments (Q2066959) (← links)
• Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
• Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds (Q2267549) (← links)
• Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
• Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
• Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
• Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
• An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
• Ruin probability in the presence of risky investments (Q2490060) (← links)
• On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
• The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639) (← links)
• Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
• A Diffusion Perturbed Risk Process with Stochastic Return on Investments (Q3158141) (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
• Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035) (← links)
• Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments (Q6074006) (← links)
• Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)