Pages that link to "Item:Q1766062"

The following pages link to Power tailed ruin probabilities in the presence of risky investments. (Q1766062):

Displaying 30 items.

• Ruin probability in a risk model with variable premium intensity and risky investments (Q3458962) (← links)
• Some Ruin Problems for a Risk Process with Stochastic Interest (Q3518780) (← links)
• Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
• The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model (Q3634588) (← links)
• Asymptotic optimal investment under interest rate for a class of subexponential distributions (Q4576874) (← links)
• Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
• Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
• Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (Q5028925) (← links)
• Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (Q5077245) (← links)
• Uniform asymptotics for discounted aggregate claims in dependent multi-risk model (Q5078279) (← 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)
• 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)
• A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
• Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate (Q5259095) (← 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)
• Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) (← links)
• Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)
• The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
• Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)
• Power estimates for ruin probabilities (Q5697199) (← links)
• Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
• Assessment of dependent risk using extreme value theory in a time-varying framework (Q5886714) (← links)
• Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return (Q6579745) (← links)
• An Asymptotic Result on Catastrophe Insurance Losses (Q6583015) (← links)
• On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching (Q6630461) (← links)