Ruin Probabilities

<p>Part 1: Smoothness of the Survival Probabilities with Applications</p> <p>1: Classical Results on the Ruin Probabilities</p> <p>2: Classical Risk Model with Investments in a Risk-Free Asset</p> <p>3: Risk Model with Stochastic Premiums Investments in a Risk-Free Asset</p> <p>4: Classical Risk Model with a Franchise and a Liability Limit</p> <p>5: Optimal Control by the Franchise and Deductible Amounts in the Classical Risk Model</p> <p>6: Risk Models with Investments in Risk-Free and Risky Assets</p> <p>Part 2: Supermartingale Approach to the Estimation of Ruin Probabilities</p> <p>7: Risk Model with Variable Premium Intensity and Investments in One Risky Asset</p> <p>8: Risk Model with Variable Premium Intensity and Investments in One Risky Asset up to the Stopping Time of Investment Activity</p> <p>9: Risk Model with Variable Premium Intensity and Investments in One Risk-Free and a Few Risky Assets</p>