Pages that link to "Item:Q5467661"

The following pages link to Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661):

Displaying 26 items.

• In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
• Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
• Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
• Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
• Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
• Markov process functionals in finance and insurance (Q846781) (← links)
• A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) (← links)
• A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865) (← links)
• The ruin probability in the presence of extended regular variation and optimal investment (Q951756) (← links)
• Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312) (← links)
• Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
• An analogue of the Cramér-Lundberg approximation in the optimal investment case (Q1885379) (← links)
• Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
• Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
• A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
• Viscosity Solutions of Integro-Differential Equations for Nonruin Probabilities (Q3178732) (← links)
• Asymptotic ruin probabilities for proportional investment under interest force of a risk model based on entrance process with dominatedly-varying-tailed claims (Q3195998) (← links)
• (Q3599299) (← links)
• Asymptotic optimal investment under interest rate for a class of subexponential distributions (Q4576874) (← links)
• Authors’ Reply: On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion - Discussion by Hailiang Yang (Q5018724) (← links)
• Affine Storage and Insurance Risk Models (Q5026437) (← links)
• Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate (Q5076950) (← links)
• The limit property of a risk model based on entrance processes (Q5082864) (← links)
• (Q5325320) (← links)
• Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
• Minimal ruin probabilities and investment under interest force for a class of subexponential distributions (Q5430557) (← links)