Pages that link to "Item:Q1849793"
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The following pages link to In the insurance business risky investments are dangerous (Q1849793):
Displaying 50 items.
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← 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)
- 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)
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- Optimal investment for an insurer with exponential utility preference (Q865611) (← links)
- Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← 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)
- Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (Q886118) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- On the distribution tail of an integrated risk model: A numerical approach (Q939337) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
- Ruin probability of the renewal model with risky investment and large claims (Q1042994) (← links)
- Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312) (← 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)
- Wealth investment strategies for insurance companies and the probability of ruin (Q1787826) (← links)
- On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
- Ruin probabilities for a Sparre Andersen model with investments (Q2066959) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems (Q2304423) (← links)
- A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market (Q2452743) (← links)
- Ruin probability for Lévy risk process compounded by geometric Brownian motion (Q2480275) (← links)
- On optimal investment and subexponential claims (Q2483945) (← links)
- Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
- Ruin probability in the presence of risky investments (Q2490060) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Dynamical insurance models with investment: constrained singular problems for integrodifferential equations (Q2629971) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
- Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution (Q2838933) (← links)
- Viscosity Solutions of Integro-Differential Equations for Nonruin Probabilities (Q3178732) (← links)
- Ruin probability in a risk model with variable premium intensity and risky investments (Q3458962) (← links)
- Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056) (← links)
- Optimal constrained investment in the Cramer-Lundberg model (Q4576860) (← links)
- Asymptotic optimal investment under interest rate for a class of subexponential distributions (Q4576874) (← links)
- Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
