In the insurance business risky investments are dangerous

ESSENTIALS OF STOCHASTIC FINANCE

Jordan Stoyanov · 2000 · 305 citations

Engineering, Finance, Mathematics +6

Ruin theory with stochastic return on investments

Jostein Paulsen, Håkon K. Gjessing · Advances in Applied Probability · 1997 · 198 citations

Engineering, Finance, Risk Management +14

Power tailed ruin probabilities in the presence of risky investments

Ragnar Norberg · Stochastic Processes and their Applications · 2002 · 134 citations

Business, Finance, Risk Management +14

Finite and infinite time ruin probabilities in a stochastic economic environment

Harri Nyrhinen · Stochastic Processes and their Applications · 2001 · 130 citations

Engineering, Economics, Mathematics +14

On the ruin probabilities in a general economic environment

Harri Nyrhinen · Stochastic Processes and their Applications · 1999 · 116 citations

Natural Sciences, Economics, Mathematics +11