Pages that link to "Item:Q2483945"
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The following pages link to On optimal investment and subexponential claims (Q2483945):
Displaying 13 items.
- Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
- Ruin probability in the presence of interest earnings and tax payments (Q659105) (← links)
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- 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)
- Ruin probability in a risk model with variable premium intensity and risky investments (Q3458962) (← links)
- Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
- Asymptotic optimal investment under interest rate for a class of subexponential distributions (Q4576874) (← links)
- Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
- The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles (Q5379197) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
- Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)
- A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment (Q6551480) (← links)
