Pages that link to "Item:Q3077452"
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The following pages link to Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452):
Displaying 5 items.
- OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
- RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
- Sub-optimal investment for insurers (Q5077500) (← links)
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
