Pages that link to "Item:Q2368172"
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The following pages link to Risk theory in a stochastic economic environment (Q2368172):
Displaying 34 items.
- Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- Ruin probabilities for a~risk process with stochastic return on investments. (Q2574640) (← links)
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
- Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121) (← links)
- The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639) (← links)
- On stochastic difference equations in insurance ruin theory (Q2902286) (← links)
- Uniform asymptotics for discounted aggregate claims in dependent risk models (Q2923428) (← links)
- Upper bounds for ruin probabilities in two dependent risk models under rates of interest (Q3103155) (← links)
- A Diffusion Perturbed Risk Process with Stochastic Return on Investments (Q3158141) (← links)
- What is the time value of a stream of investments? (Q3367754) (← links)
- Bisk theory and its statistics enyiroment (Q3474014) (← links)
- Some Ruin Problems for a Risk Process with Stochastic Interest (Q3518780) (← links)
- Present value of some insurance portfolios (Q4248558) (← links)
- NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS (Q4629476) (← links)
- VASIČEK BEYOND THE NORMAL (Q4673672) (← links)
- Risk theory of the second and third kind (Q4844220) (← links)
- Ruin Problems with Worsening Risks or with Infinite Mean Claims (Q4981888) (← links)
- On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722) (← links)
- Uniform asymptotics for discounted aggregate claims in dependent multi-risk model (Q5078279) (← links)
- Stochastic calculus in a risk model with stochastic return on investments (Q5086621) (← links)
- On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
- ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
- On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments (Q5421588) (← links)
- Self-Annuitization and Ruin in Retirement (Q5718137) (← links)
- Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments (Q6074006) (← links)
- Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)
- The perturbed compound Poisson risk model with proportional investment (Q6178516) (← links)
- Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns (Q6540872) (← links)
- On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes (Q6570498) (← links)
- Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return (Q6579745) (← links)
- On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching (Q6630461) (← links)
- Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns (Q6647783) (← links)
