The following pages link to Ruin models with investment income (Q980778):
Displaying 50 items.
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← 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)
- Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues (Q492102) (← links)
- Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem (Q624936) (← 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)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
- Mathematical model of banking operation (Q891720) (← links)
- Large deviations for the stochastic present value of aggregate claims in the renewal risk model (Q893915) (← links)
- Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Convergence and inference for mixed Poisson random sums (Q2044768) (← links)
- On distributions of exponential functionals of the processes with independent increments (Q2218142) (← links)
- Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
- Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794) (← links)
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
- Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models (Q2516918) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- On stochastic difference equations in insurance ruin theory (Q2902286) (← links)
- RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS (Q4563744) (← links)
- On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims (Q4575475) (← links)
- Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904) (← links)
- Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
- The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033) (← links)
- Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
- Gerber–Shiu function for the discrete inhomogeneous claim case (Q4903511) (← links)
- On Exponential Functionals of Processes with Independent Increments (Q4961777) (← links)
- Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822) (← links)
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
- Affine Storage and Insurance Risk Models (Q5026437) (← links)
- Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) (← links)
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
- Efficiency of institutional spending and investment rules (Q5117681) (← links)
- On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
- Itô calculus for Cramér-Lundberg model (Q5121396) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate (Q5299559) (← links)
- ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- Revisiting the product of random variables (Q6159086) (← links)
