Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims

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Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times
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Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims
Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns
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The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks
Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims
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Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion
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Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors
Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments
On a two-dimensional risk model with time-dependent claim sizes and risky investments
Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments
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Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns
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Finite- and infinite-time ruin probabilities with general stochastic investment return processes and bivariate upper tail independent and heavy-tailed claims
Asymptotics in a time-dependent renewal risk model with stochastic return
Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims
Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors
Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims
The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks
Optimal investment of a time-dependent renewal risk model with stochastic return
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