Pages that link to "Item:Q2675817"
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The following pages link to On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817):
Displaying 4 items.
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
- A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes (Q6175370) (← links)
- On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching (Q6630461) (← links)