Pages that link to "Item:Q2384450"
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The following pages link to Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450):
Displaying 14 items.
- Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
- On the distribution tail of an integrated risk model: A numerical approach (Q939337) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Wealth investment strategies for insurance companies and the probability of ruin (Q1787826) (← links)
- Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
- Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
