scientific article; zbMATH DE number 5520752
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Publication:3608276
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- Ruin probabilities for the perturbed compound Poisson risk process with investment
- Ruin probabilities for a~risk process with stochastic return on investments.
- Ruin probabilities in perturbed risk process with stochastic investment and force of interest
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- The ruin probability in the presence of extended regular variation and optimal investment
- Ruin probabilities of a bidimensional risk model with investment
- Ruin probabilities in a finite-horizon risk model with investment and reinsurance
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
- Ruin probability in compound Poisson process with investment
Cited in
(11)- In the insurance business risky investments are dangerous
- Ruin probability for Lévy risk process compounded by geometric Brownian motion
- Ruin theory for classical risk process that is perturbed by diffusion with risky investments
- Ruin probability in a risk model with variable premium intensity and risky investments
- Optimal investment for an insurance company into risky and non-risky assets in the model with variable premium income process
- Ruin probability in compound Poisson process with investment
- Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods
- scientific article; zbMATH DE number 2169695 (Why is no real title available?)
- An estimate for the ruin probability in a model with variable premiums and with investments in a bond and several stocks
- Estimate of bankruptcy probability in the risk asset investment model in case of impossibility of interest-free loan
- Estimate of the ruin probability of a risk process with reinsurance
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