Pages that link to "Item:Q4385145"
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The following pages link to Ruin theory with stochastic return on investments (Q4385145):
Displayed 50 items.
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
- Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
- Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
- Ruin probability in compound Poisson process with investment (Q442855) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← 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)
- A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) (← links)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← 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)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
- Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
- On the ruin probability for the Cox correlated risk model perturbed by diffusion (Q1003802) (← links)
- Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
- Ruin theory with compounding assets -- a survey (Q1265912) (← links)
- Optimal choice of dividend barriers for a risk process with stochastic return on investments (Q1381478) (← links)
- Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312) (← links)
- Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
- Some results for classical risk process with stochastic return on investments (Q1566069) (← links)
- On the ruin probabilities in a general economic environment (Q1613645) (← 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)
- Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints (Q1761455) (← links)
- Distributions for the risk process with a stochastic return on investments. (Q1766007) (← links)
- Survival models based on the Ornstein-Uhlenbeck process (Q1770870) (← links)
- On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
- Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
- Some distributions for classical risk process that is perturbed by diffusion (Q1974039) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- Ruin probabilities for a Sparre Andersen model with investments (Q2066959) (← links)
- Shot-noise queueing models (Q2070672) (← links)
- Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← 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)
- Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090) (← links)
- An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← 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)