Pages that link to "Item:Q1757966"
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The following pages link to Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (Q1757966):
Displaying 8 items.
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
- On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
- A new immunization inequality for random streams of assets, liabilities and interest rates (Q2015628) (← links)
- <b>Bounds of Ruin Probabilities for Insurance Companies in the Presence of Stochastic Volatility on Investments⋆ ⋆⋆</b> (Q2997951) (← links)
- Upper bounds for ruin probabilities in two dependent risk models under rates of interest (Q3103155) (← links)
- Non-exponential upper bounds of ruin probability for stochastic premium risk model with investment income (Q4575053) (← links)
- (Q5325320) (← links)
- Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)