Pages that link to "Item:Q2490060"

The following pages link to Ruin probability in the presence of risky investments (Q2490060):

Displaying 19 items.

• In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
• Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
• Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
• Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
• Ruin probability in the Cramér-Lundberg model with risky investments (Q544507) (← links)
• On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
• Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
• Wealth investment strategies for insurance companies and the probability of ruin (Q1787826) (← links)
• Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
• Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems (Q2304423) (← links)
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
• Dynamical insurance models with investment: constrained singular problems for integrodifferential equations (Q2629971) (← links)
• On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
• Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
• Ruin probability in a risk model with variable premium intensity and risky investments (Q3458962) (← links)
• Asymptotic optimal investment under interest rate for a class of subexponential distributions (Q4576874) (← links)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
• On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
• ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)