References

• 2003Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks346 cited
• 2000Optimal investment for insurers305 cited
• 1997Ruin theory with stochastic return on investments199 cited
• 2004Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments146 cited
• 1997Asymptotics for M/G/1 low-priority waiting-time tail probabilities145 cited
• 2002Power tailed ruin probabilities in the presence of risky investments129 cited
• 2001Finite and infinite time ruin probabilities in a stochastic economic environment126 cited
• 2002In the insurance business risky investments are dangerous121 cited
• 1998Ruin probabilities in the presence of heavy-tails and interest rates113 cited
• 2008Ruin models with investment income108 cited
• 2003Asymptotic ruin probabilities and optimal investment97 cited
• 1997Present value distributions with applications to ruin theory and stochastic equations84 cited
• 2002On Cramér-like asymptotics for risk processes with stochastic return on investments77 cited
• 2001Distributions for the risk process with a stochastic return on investments61 cited
• 2005