Pages that link to "Item:Q2267650"
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The following pages link to Inequalities for the ruin probability in a controlled discrete-time risk process (Q2267650):
Displaying 11 items.
- On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237) (← links)
- An exponential martingale for compound Poisson process with latent variable and its applications (Q904135) (← links)
- Discrete-time insurance model with capital injections and reinsurance (Q905223) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period (Q2241500) (← links)
- On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611) (← links)
- Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035) (← links)
- An Approximation Model of the Collective Risk Model with INAR(1) Claim Process (Q5177622) (← links)
- Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions (Q6570484) (← links)
