Pages that link to "Item:Q1805763"
From MaRDI portal
The following pages link to Sharp conditions for certain ruin in a risk process with stochastic return on investments (Q1805763):
Displayed 13 items.
- 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)
- 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 probability in the presence of risky investments (Q2490060) (← links)
- A Diffusion Perturbed Risk Process with Stochastic Return on Investments (Q3158141) (← links)
- Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)