Ruin probabilities for a risk process with stochastic return on investments
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference16 articles.
1. Classical risk theory in an economic environment;Delbaen;Insurance Math. Econom.,1987
2. Estimates for the probability of ruin with special emphasis on the possibility of large claims;Embrechts;Insurance Math. Econom.,1982
3. Modelling Extremal Events;Embrechts,1997
4. Ruin problems with compounding assets;Harrison;Stochastic Process. Appl.,1977
5. Power tailed ruin probabilities in the presence of risky investments;Kalashnikov;Stochastic Process. Appl.,2002
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