Pages that link to "Item:Q4164611"

The following pages link to A class of approximations of ruin probabilities (Q4164611):

Displaying 39 items.

• Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
• Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation (Q784454) (← links)
• Weak convergence approach to compound Poisson risk processes perturbed by diffusion (Q882867) (← links)
• On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
• Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
• Conjugate processes and the simulation of ruin problems (Q1063341) (← links)
• Estimates for the probability of ruin starting with a large initial reserve (Q1085556) (← links)
• Computational methods in risk theory: a matrix-algorithmic approach (Q1185319) (← links)
• Empirical bounds for ruin probabilities (Q1255286) (← links)
• Controlled diffusion models for optimal dividend pay-out (Q1381153) (← links)
• Simple approximations of ruin probabilities (Q1584513) (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
• Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977) (← links)
• Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948) (← links)
• Practical approximations for multivariate characteristics of risk processes (Q1974037) (← links)
• A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
• Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← links)
• Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947) (← links)
• Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
• Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
• Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-polynomial Perturbations (Q3193127) (← links)
• Discrete-Time Risk Processes with After-Effects and Association (Q3562371) (← links)
• Approximations for the probability of ruin within finite time (Q3685056) (← links)
• On the weak convergence of alternating processes (Q3900746) (← links)
• The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) (← links)
• A remark on ‘A class of approximations of ruin probabilities’ (Q4171485) (← links)
• On the numerical evaluation of the ultimate ruin probability (Q4203677) (← links)
• Risk theory in a Markovian environment (Q4734642) (← links)
• A risk model driven by Lévy processes (Q4827960) (← links)
• Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
• Discounted probability of exponential parisian ruin: Diffusion approximation (Q5067209) (← links)
• The De Vylder–Goovaerts conjecture holds within the diffusion limit (Q5226257) (← links)
• On Ultimate Ruin in a Delayed-Claims Risk Model (Q5312848) (← links)
• Markov-modulated diffusion risk models (Q5430569) (← links)
• Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)