Optimal investment of a time-dependent renewal risk model with stochastic return

Journal of Inequalities and Applications ◽

10.1186/s13660-015-0707-3 ◽

2015 ◽

Vol 2015 (1) ◽

Author(s):

Jiesong Zhang ◽

Qingxian Xiao

Keyword(s):

Optimal Investment ◽

Time Dependent ◽

Renewal Risk Model ◽

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Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1626429 ◽

2019 ◽

Vol 49 (24) ◽

pp. 6112-6120

Author(s):

Fotios Loukissas

Keyword(s):

Asymptotic Behavior ◽

Tail Probability ◽

Time Dependent ◽

Renewal Risk Model ◽

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Asymptotics for large claims reinsurance in a time-dependent renewal risk model

Scandinavian Actuarial Journal ◽

10.1080/03461238.2013.804002 ◽

2013 ◽

Vol 2015 (2) ◽

pp. 172-183 ◽

Author(s):

Jinzhu Li

Keyword(s):

Time Dependent ◽

Renewal Risk Model ◽

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Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims

Applied Mathematics-A Journal of Chinese Universities ◽

10.1007/s11766-015-3297-4 ◽

2015 ◽

Vol 30 (3) ◽

pp. 347-360 ◽

Author(s):

Ke-ang Fu ◽

Yu-yang Qiu ◽

An-ding Wang

Keyword(s):

Ruin Probability ◽

Time Dependent ◽

Renewal Risk Model ◽

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Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2015.03.020 ◽

2015 ◽

Vol 287 ◽

pp. 32-43 ◽

Author(s):

Yang Yang ◽

Zhimin Zhang ◽

Tao Jiang ◽

Dongya Cheng

Keyword(s):

Asymptotic Behavior ◽

Time Dependent ◽

Ruin Probabilities ◽

Renewal Risk Model ◽

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Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1995754 ◽

2021 ◽

pp. 1-25

Author(s):

Zhiquan Jiang ◽

Jiangyan Peng ◽

Lei Zou

Keyword(s):

Time Dependent ◽

Ruin Probabilities ◽

Uniform Asymptotics ◽

Renewal Risk Model ◽

Stochastic Returns ◽

Renewal Risk ◽

Dependence Structures

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Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2014.04.001 ◽

2014 ◽

Vol 56 ◽

pp. 80-87 ◽

Author(s):

Ke-Ang Fu ◽

Cheuk Yin Andrew Ng

Keyword(s):

Ruin Probability ◽

Lévy Process ◽

Levy Process ◽

Time Dependent ◽

Renewal Risk Model ◽

Investment Returns ◽

Renewal Risk ◽

Geometric Levy Process

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Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims

Journal of Industrial and Management Optimization ◽

10.3934/jimo.2016.12.31 ◽

2015 ◽

Vol 12 (1) ◽

pp. 31-43 ◽

Author(s):

Qingwu Gao ◽

Zhongquan Huang ◽

Houcai Shen ◽

Juan Zheng

Keyword(s):

Ruin Probability ◽

Time Dependent ◽

Random Time ◽

Renewal Risk Model ◽

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Asymptotics in a time-dependent renewal risk model with stochastic return

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2011.10.012 ◽

2012 ◽

Vol 387 (2) ◽

pp. 1009-1023 ◽

Author(s):

Jinzhu Li

Keyword(s):

Time Dependent ◽

Renewal Risk Model ◽

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Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims

Statistics & Probability Letters ◽

10.1016/j.spl.2021.109174 ◽

2021 ◽

pp. 109174

Author(s):

Yang Liu ◽

Zhenlong Chen ◽

Ke-Ang Fu

Keyword(s):

Time Dependent ◽

Renewal Risk Model ◽

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Ruin probability of renewal risk model with stochastic investment returns and one-sided linear time-dependent claims

Scientia Sinica Mathematica ◽

10.1360/012016-4 ◽

2016 ◽

Vol 46 (3) ◽

pp. 321-350

Author(s):

DingCheng WANG ◽

Wei ZHANG ◽

FengLong GUO

Keyword(s):

Ruin Probability ◽

Linear Time ◽

Time Dependent ◽

Renewal Risk Model ◽

Investment Returns ◽

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