Pages that link to "Item:Q4385145"

The following pages link to Ruin theory with stochastic return on investments (Q4385145):

Displayed 50 items.

• In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) ‎ (← links)
• Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) ‎ (← links)
• Minimisation of penalty payments by investments and reinsurance (Q303741) ‎ (← links)
• Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) ‎ (← links)
• Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) ‎ (← links)
• Ruin probability in compound Poisson process with investment (Q442855) ‎ (← links)
• Asymptotic results for renewal risk models with risky investments (Q454867) ‎ (← links)
• Optimal investment under transaction costs for an insurer (Q487570) ‎ (← links)
• Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) ‎ (← 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)
• A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) ‎ (← links)
• On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) ‎ (← 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)
• A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) ‎ (← links)
• A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865) ‎ (← links)
• Ruin problems for a discrete time risk model with random interest rate (Q883070) ‎ (← links)
• An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) ‎ (← links)
• Ruin problems with stochastic premium stochastic return on investments (Q934357) ‎ (← links)
• Optimal dividend strategies for a risk process under force of interest (Q938046) ‎ (← links)
• On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) ‎ (← links)
• Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) ‎ (← links)
• Ruin theory with compounding assets -- a survey (Q1265912) ‎ (← links)
• Optimal choice of dividend barriers for a risk process with stochastic return on investments (Q1381478) ‎ (← links)
• Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312) ‎ (← links)
• Asymptotic ruin probabilities and optimal investment (Q1425485) ‎ (← links)
• Some results for classical risk process with stochastic return on investments (Q1566069) ‎ (← links)
• On the ruin probabilities in a general economic environment (Q1613645) ‎ (← links)
• Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928) ‎ (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) ‎ (← links)
• Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints (Q1761455) ‎ (← links)
• Distributions for the risk process with a stochastic return on investments. (Q1766007) ‎ (← links)
• Survival models based on the Ornstein-Uhlenbeck process (Q1770870) ‎ (← links)
• On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) ‎ (← links)
• Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) ‎ (← links)
• Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) ‎ (← links)
• Some distributions for classical risk process that is perturbed by diffusion (Q1974039) ‎ (← links)
• The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) ‎ (← links)
• Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090) ‎ (← links)
• An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) ‎ (← 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)
• Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) ‎ (← links)
• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) ‎ (← links)
• The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) ‎ (← links)
• Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) ‎ (← links)
• Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) ‎ (← links)
• A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) ‎ (← links)
• Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) ‎ (← links)