Pages that link to "Item:Q1413312"
From MaRDI portal
The following pages link to Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312):
Displayed 13 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)
- The ruin probability in the presence of extended regular variation and optimal investment (Q951756) (← links)
- Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
- Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
- Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- On optimal investment and subexponential claims (Q2483945) (← links)
- ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
- Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)
- Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach (Q5467654) (← links)
- Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)