Pages that link to "Item:Q5715959"
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The following pages link to Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959):
Displayed 8 items.
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
- Optimal investment for an insurer in the Lévy market: the martingale approach (Q923862) (← links)
- Optimal investment for an insurer: the martingale approach (Q995514) (← links)
- Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
- Upper bound for ruin probabilities under optimal investment and proportional reinsurance (Q3552617) (← links)
- RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
- ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
