Pages that link to "Item:Q5467661"
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The following pages link to Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661):
Displayed 6 items.
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Markov process functionals in finance and insurance (Q846781) (← 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)
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
- Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)