Pages that link to "Item:Q855690"

The following pages link to On the renewal risk process with stochastic interest (Q855690):

Displaying 16 items.

• Ruin probability in compound Poisson process with investment (Q442855) (← links)
• Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← 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)
• Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
• On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
• On the renewal risk model under a threshold strategy (Q1026427) (← links)
• Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
• An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
• Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
• Covariance of discounted compound renewal sums with a stochastic interest rate (Q2866282) (← links)
• Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428) (← links)
• Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) (← links)