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In the insurance business risky investments are dangerous

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2003

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Risk Analysis in Finance and Insurance

42 cited

2005Ruin probability in the presence of risky investments41 cited

2002Ruin probabilities in the presence of regularly varying tails and optimal investment39 cited

2016In the insurance business risky investments are dangerous: the case of negative risk sums38 cited

2017Optimal investment and reinsurance for an insurer under Markov-modulated financial market37 cited

2004Ruin probabilities and investment under interest force in the presence of regularly varying tails37 cited

2004On optimal investment and subexponential claims33 cited