Asymptotic expected utility of dividend payments in a classical collective risk process
Year of publication: |
2023
|
---|---|
Authors: | Baran, Sebastian ; Constantinescu, Corina ; Palmowski, Zbigniew |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 4, Art.-No. 64, p. 1-15
|
Subject: | utility function | risk process | asymptotics | Theorie | Theory | Risiko | Risk | Dividende | Dividend | Erwartungsnutzen | Expected utility | Nutzenfunktion | Utility function | Nutzen | Utility | Stochastischer Prozess | Stochastic process |
-
Optimal expected utility of wealth for two dependent classes of insurance business
Gosio, Cristina, (2013)
-
Concavity, Stochastic Utility, and Risk Aversion
Jarrow, Robert A., (2020)
-
Life insurance decisions under recursive utility
Reitzel Jensen, Ninna, (2019)
- More ...
-
Ruin probabilities with dependence on the number of claims within a fixed time window
Constantinescu, Corina, (2016)
-
How much we gain by surplus-dependent premiums : asymptotic analysis of ruin probability
Wang, Jing, (2021)
-
Effect of stop-loss reinsurance on primary insurer solvency
Constantinescu, Corina, (2022)
- More ...