Pages that link to "Item:Q287663"
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The following pages link to In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663):
Displaying 16 items.
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations (Q2088677) (← links)
- Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations (Q2214161) (← links)
- On distributions of exponential functionals of the processes with independent increments (Q2218142) (← links)
- Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period (Q2241500) (← 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)
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
- Viscosity Solutions of Integro-Differential Equations for Nonruin Probabilities (Q3178732) (← links)
- Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056) (← links)
- On Exponential Functionals of Processes with Independent Increments (Q4961777) (← links)
- Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior (Q5087008) (← links)
- On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
- Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments (Q6074006) (← links)
- Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)