Pages that link to "Item:Q4085153"
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The following pages link to A diffusion approximation for the ruin function of a risk process with compounding assets (Q4085153):
Displayed 17 items.
- Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- Weak convergence of random growth processes with applications to insurance (Q917204) (← links)
- Ruin problems with compounding assets (Q1239533) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948) (← links)
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- On the probability of ruin of risk processes approximated by a diffusion process (Q3862922) (← links)
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) (← links)
- Barrier present value maximization for a diffusion model of insurance surplus (Q4575383) (← links)
- Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon (Q4583618) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- Ruin Minimization for Insurers with Borrowing Constraints (Q5022533) (← links)
- Stochastic Brownian Game of Absolute Dominance (Q5169736) (← links)
- Optimal proportional reinsurance policies for stochastic models (Q5216270) (← links)