Optimal expected utility of wealth for two dependent classes of insurance business
Cristina Gosio; Ester C. Lari; Marina Ravera
| Year of publication: |
2013
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|---|---|
| Authors: | Gosio, Cristina ; Lari, Ester C. ; Ravera, Marina |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 3.2013, 2, p. 90-95
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| Subject: | Bivariate Poisson Distribution | Excess of Loss | Exponential Utility Function | Reinsurance | Retention Limits | Risk Theory | Theorie | Theory | Nutzenfunktion | Utility function | Erwartungsnutzen | Expected utility | Rückversicherung | Risiko | Risk | Versicherungsökonomik | Economics of insurance | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Nutzen | Utility | Versicherung | Insurance | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010239638