Pages that link to "Item:Q998271"

The following pages link to Integrated insurance risk models with exponential Lévy investment (Q998271):

Displaying 11 items.

• Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
• Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
• Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
• Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
• On the distribution tail of an integrated risk model: A numerical approach (Q939337) (← links)
• Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928) (← links)
• A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)