Stochastic Stability of Financial and Insurance Stochastic Models

On the Probability Estimate of the Insurance Company Bankruptcy in the Model with Stochastic Premiums and Claims and the Opportunity to Invest in Financial (B, S)-market

Схоже за: Stochastic processes and financial applications · Insurance and Financial Risk Management · Insurance, Mortality, Demography, Risk Management

Stochastic Optimal Control of Financial and Insurance Stochastic Models

Схоже за: Stochastic processes and financial applications · Insurance and Financial Risk Management · Insurance, Mortality, Demography, Risk Management

Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management

Inhomogeneous perturbations of a renewal equation and the Cramér–Lundberg theorem for a risk process with variable premium rates

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management

Analytic properties of infinite-horizon survival probability in a risk model with additional funds

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management

On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in Rd

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management