Pages that link to "Item:Q5019754"

The following pages link to Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (Q5019754):

Displaying 22 items.

• Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
• Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
• Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
• On a risk model with debit interest and dividend payments (Q951191) (← links)
• Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
• The ruin problem for a Wiener process with state-dependent jumps (Q2214225) (← links)
• Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
• On the classical risk model with credit and debit interests under absolute ruin (Q2267624) (← links)
• Ruin probabilities under capital constraints (Q2273995) (← links)
• On absolute ruin minimization under a diffusion approximation model (Q2276211) (← links)
• An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823) (← links)
• On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
• PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735) (← links)
• Ruin Minimization for Insurers with Borrowing Constraints (Q5022533) (← links)
• Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
• Ruin probabilities as functions of the roots of a polynomial (Q6166247) (← links)