Pages that link to "Item:Q3625652"

The following pages link to Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims (Q3625652):

Displayed 25 items.

• Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) ‎ (← links)
• On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) ‎ (← links)
• Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) ‎ (← links)
• The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309) ‎ (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) ‎ (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) ‎ (← links)
• On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) ‎ (← links)
• Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928) ‎ (← links)
• A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) ‎ (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) ‎ (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) ‎ (← links)
• Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) ‎ (← links)
• Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) ‎ (← links)
• Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) ‎ (← links)
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) ‎ (← links)
• Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (Q2628198) ‎ (← links)
• Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) ‎ (← links)
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) ‎ (← links)
• Stability of the exit time for Lévy processes (Q3173002) ‎ (← links)
• Obituary: Christopher Charles Heyde AM, DSc, FAA, FASSA (Q3535622) ‎ (← links)
• The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467) ‎ (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) ‎ (← links)
• Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) ‎ (← links)
• Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822) ‎ (← links)
• Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) ‎ (← links)