Pages that link to "Item:Q1636928"
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The following pages link to Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928):
Displaying 7 items.
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
- A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)
