Pages that link to "Item:Q2485766"

The following pages link to Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766):

Displaying 47 items.

• Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function (Q835683) (← 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)
• On a joint distribution for the risk process with constant interest force (Q882861) (← links)
• Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
• The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
• Ruin probability in a one-sided linear model with constant interest rate (Q962025) (← links)
• An optimization of a continuous time risk process (Q965505) (← links)
• Ruin problems in risk models with dependent rates of interest (Q997240) (← links)
• On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
• On differentiability of ruin functions under Markov-modulated models (Q1016634) (← links)
• Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928) (← links)
• On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
• Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) (← links)
• Approximation for ruin probability in the Sparre Andersen model with interest (Q2431955) (← links)
• An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
• Ruin probability for Lévy risk process compounded by geometric Brownian motion (Q2480275) (← links)
• The compound binomial model with randomized decisions on paying dividends (Q2507603) (← links)
• Optimal control of the surplus in an insurance policy (Q2511738) (← links)
• Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models (Q2516918) (← links)
• Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
• Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428) (← links)
• Upper bounds for ruin probabilities in two dependent risk models under rates of interest (Q3103155) (← links)
• Some Ruin Problems for a Risk Process with Stochastic Interest (Q3518780) (← links)
• Insurance with borrowing: first- and second-order approximations (Q3558942) (← links)
• On the time value of absolute ruin with debit interest (Q3590742) (← links)
• The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model (Q3634588) (← links)
• On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722) (← links)
• On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest (Q5019733) (← links)
• Uniform asymptotics for discounted aggregate claims in dependent multi-risk model (Q5078279) (← links)
• Stochastic calculus in a risk model with stochastic return on investments (Q5086621) (← links)
• ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST (Q5207935) (← links)
• ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
• Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
• The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
• Ruin in the perturbed compound Poisson risk process under interest force (Q5697204) (← links)
• On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567) (← links)
• Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
• The perturbed compound Poisson risk model with proportional investment (Q6178516) (← links)