Pages that link to "Item:Q1593636"
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The following pages link to Ruin problems with assets and liabilities of diffusion type (Q1593636):
Displaying 22 items.
- Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
- Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865) (← links)
- The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model (Q3634588) (← links)
- The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467) (← links)
- Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- VASIČEK BEYOND THE NORMAL (Q4673672) (← links)
- Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
- The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- Ragnar Norberg (1945–2017): an actuary of a unique kind (Q5193488) (← 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)
- On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments (Q5421588) (← links)
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560) (← links)
- Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355) (← links)
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
- Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
- An Asymptotic Result on Catastrophe Insurance Losses (Q6583015) (← links)
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation (Q6611106) (← links)
- Multivariate regularly varying insurance and financial risks in multidimensional risk models (Q6639533) (← links)
