Pages that link to "Item:Q2368172"
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The following pages link to Risk theory in a stochastic economic environment (Q2368172):
Displayed 50 items.
- Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
- Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
- Moments of MGOU processes and positive semidefinite matrix processes (Q444969) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- On exponential functionals of Lévy processes (Q495707) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← 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)
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- On the renewal risk process with stochastic interest (Q855690) (← links)
- A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865) (← links)
- Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (Q886118) (← links)
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails (Q938042) (← links)
- Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
- Securitization of motor insurance loss rate risks (Q1003816) (← links)
- Ruin theory with compounding assets -- a survey (Q1265912) (← links)
- Martingales, scale functions and stochastic life annuities: A note (Q1293823) (← links)
- Optimal choice of dividend barriers for a risk process with stochastic return on investments (Q1381478) (← links)
- Optimal asset allocation in life annuities: a note. (Q1413310) (← links)
- Some results for classical risk process with stochastic return on investments (Q1566069) (← links)
- Ruin problems with assets and liabilities of diffusion type (Q1593636) (← links)
- On the ruin probabilities in a general economic environment (Q1613645) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← 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)
- Sharp conditions for certain ruin in a risk process with stochastic return on investments (Q1805763) (← links)
- Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
- A counting process approach to stochastic interest (Q1905000) (← links)
- On the distribution of a randomly discounted compound Poisson process (Q1915839) (← links)
- Present value distributions with applications to ruin theory and stochastic equations (Q1965872) (← links)
- Some distributions for classical risk process that is perturbed by diffusion (Q1974039) (← links)
- Continuity properties and the support of killed exponential functionals (Q1979899) (← links)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- Ruin probabilities for a Sparre Andersen model with investments (Q2066959) (← links)
- Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
- Exponential functionals of Markov additive processes (Q2184596) (← links)
- A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
- On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions (Q2279610) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
- Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
- Ruin probability for Lévy risk process compounded by geometric Brownian motion (Q2480275) (← links)
- Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)