Pages that link to "Item:Q1766062"

The following pages link to Power tailed ruin probabilities in the presence of risky investments. (Q1766062):

Displaying 50 items.

• In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
• Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
• Singular initial-value and boundary-value problems for integrodifferential equations in dynamical insurance models with investments (Q341448) (← links)
• Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
• Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
• Optimal investment under transaction costs for an insurer (Q487570) (← links)
• Ruin probability in the Cramér-Lundberg model with risky investments (Q544507) (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
• On the renewal risk process with stochastic interest (Q855690) (← links)
• The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
• A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) (← links)
• A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865) (← links)
• Ruin problems for a discrete time risk model with random interest rate (Q883070) (← links)
• Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (Q886118) (← links)
• Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
• On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
• Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
• Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928) (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
• On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
• The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
• Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
• Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
• From light tails to heavy tails through multiplier (Q2271715) (← links)
• Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
• Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
• Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787) (← links)
• Convex order and comonotonic conditional mean risk sharing (Q2445340) (← links)
• On queues with service and interarrival times depending on waiting times (Q2454678) (← links)
• Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
• Ruin probability in the presence of risky investments (Q2490060) (← links)
• Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
• Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models (Q2516918) (← links)
• Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
• Ruin probabilities for a~risk process with stochastic return on investments. (Q2574640) (← links)
• Dynamical insurance models with investment: constrained singular problems for integrodifferential equations (Q2629971) (← links)
• Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
• Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution (Q2838933) (← links)
• Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428) (← links)
• What is the time value of a stream of investments? (Q3367754) (← links)
• Ruin probability in a risk model with variable premium intensity and risky investments (Q3458962) (← links)