The portfolios of an insurer and a reinsurer under exponential utility function, constant rate of returns and proportional reinsurance
Silas A. Ihedioha
| Year of publication: |
April-June 2016
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| Authors: | Ihedioha, Silas A. |
| Published in: |
Inventi impact: microfinance & banking. - Bhopal : IJPL, ISSN 2249-1007, ZDB-ID 2681334-8. - 2016, 2, p. 65-76
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| Subject: | Rückversicherung | Reinsurance | Portfolio-Management | Portfolio selection | Theorie | Theory | Nutzenfunktion | Utility function | Versicherung | Insurance | Hedging |
| Type of publication: | Article |
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| 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/10011512827