Pages that link to "Item:Q1239533"
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The following pages link to Ruin problems with compounding assets (Q1239533):
Displayed 50 items.
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743) (← links)
- Unintended consequences of the market risk requirement in banking regulation (Q603004) (← links)
- Mathematical model of banking operation (Q891720) (← links)
- Delay in claim settlement (Q913432) (← links)
- Classical risk theory in an economic environment (Q1091069) (← links)
- Upper bounds on ruin probabilities in case of negative loadings and positive interest rates (Q1101174) (← links)
- Diffusion premiums for claim severities subject to inflation (Q1110973) (← links)
- Optimum excess-loss reinsurance: A dynamic framework (Q1157080) (← links)
- Optimal control of a Brownian storage system (Q1243994) (← links)
- Insurance-investment: Diffusion analysis (Q1262676) (← links)
- Stochastic differential equations for compounded risk reserves (Q1263913) (← links)
- Ruin theory with compounding assets -- a survey (Q1265912) (← links)
- Asymptotic normality of discounted random series with applications in reliability and queueing (Q1362531) (← links)
- Controlled diffusion models for optimal dividend pay-out (Q1381153) (← links)
- AIMD algorithms and exponential functionals (Q1431551) (← links)
- A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions (Q1588777) (← links)
- Ruin problems with assets and liabilities of diffusion type (Q1593636) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Distributions for the risk process with a stochastic return on investments. (Q1766007) (← links)
- Power tailed ruin probabilities in the presence of risky investments. (Q1766062) (← links)
- Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
- Limit theorems for the present value of the surplus of an insurance portfolio (Q1824975) (← links)
- Ruin theory for the risk process described by PDMPs (Q1873582) (← links)
- Ruin estimates under interest force (Q1902621) (← links)
- A theory of risk, return and solvency (Q1904990) (← links)
- On the distribution of a randomly discounted compound Poisson process (Q1915839) (← links)
- A stochastic discounting model arising in competing risks management (Q1963102) (← links)
- Present value distributions with applications to ruin theory and stochastic equations (Q1965872) (← links)
- Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
- A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) (← links)
- Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947) (← links)
- Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
- Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
- Risk theory in a stochastic economic environment (Q2368172) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- A nonhomogeneous risk model for insurance (Q2494797) (← links)
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
- Ruin probabilities for a~risk process with stochastic return on investments. (Q2574640) (← links)
- CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (Q2746365) (← links)
- Diffusion approximations for insurance risk processes (Q2803403) (← links)
- Sensitivity of the joint survival probability for reinsurance schemes (Q2870748) (← links)
- The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639) (← links)
- Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve (Q3497095) (← links)
- Some Ruin Problems for a Risk Process with Stochastic Interest (Q3518780) (← links)
- Bounding the Ruin Probability: A Martingale and A Non-Martingale Approach (Q3651650) (← links)
- Weak convergence of assets processes with stochastic interest return (Q3793591) (← links)
- On the probability of ruin of risk processes approximated by a diffusion process (Q3862922) (← links)
- On the weak convergence of alternating processes (Q3900746) (← links)
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) (← links)