The following pages link to Aspects of risk theory (Q1188781):
Displaying 50 items.
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Optimal insurance risk control with multiple reinsurers (Q289286) (← links)
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- On a multi-dimensional risk model with regime switching (Q320264) (← links)
- Practical approaches to the estimation of the ruin probability in a risk model with additional funds (Q341092) (← links)
- Singular initial-value and boundary-value problems for integrodifferential equations in dynamical insurance models with investments (Q341448) (← links)
- A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- The hitting time for a Cox risk process (Q408212) (← links)
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- An operational interpretation and existence of the Aumann-Serrano index of riskiness (Q429156) (← links)
- On a dual model with barrier strategy (Q442880) (← links)
- Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
- Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
- Nonparametric tests for Cox processes (Q511672) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (Q650744) (← links)
- Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
- Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
- On the DFR property of the compound geometric distribution with applications in risk theory (Q661269) (← links)
- Asymptotic ordering of risks and ruin probabilities (Q689566) (← links)
- A link between wave governed random motions and ruin processes (Q704404) (← links)
- Compound binomial risk model in a Markovian environment (Q704419) (← links)
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
- Annual intrinsic value of a company in a competitive insurance market (Q743172) (← links)
- A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
- Monitoring risk in a ruin model perturbed by diffusion (Q745469) (← links)
- Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
- On the probability of ruin in a Markov-modulated risk model (Q817286) (← links)
- Occupation measure and local time of classical risk processes (Q817294) (← links)
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
- Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
- Markov process functionals in finance and insurance (Q846781) (← links)
- The expected discounted penalty at ruin in the risk process with random income (Q849761) (← links)
- Expected discounted penalty function of Erlang(2) risk model with constant interest (Q854558) (← links)
- Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
