Pages that link to "Item:Q998271"

The following pages link to Integrated insurance risk models with exponential Lévy investment (Q998271):

Displaying 25 items.

• Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
• Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
• Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
• Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
• Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
• On the distribution tail of an integrated risk model: A numerical approach (Q939337) (← links)
• Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928) (← links)
• A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
• From light tails to heavy tails through multiplier (Q2271715) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
• Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
• Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (Q2628198) (← links)
• Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
• On stochastic difference equations in insurance ruin theory (Q2902286) (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
• Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
• Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) (← links)
• Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)