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Search: subject:"de Finetti"
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Theorie
4
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4
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4
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4
conditional independence
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dividends
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minimally informative random variable
4
positive dependence
4
pure strategy equilibrium
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3
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de Finetti
3
equivalent martingale measure
3
finitely additive probability
3
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2
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de Finetti penalty
2
de Finetti valuation objective
2
de Finetti's theorem
2
de Finetti’s theorem
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drawdown process
2
first passage
2
optimal dividend payment
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pre-commitment approach
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principal-agent problem
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ruin probability constraint
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18
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Berti, Patrizia
3
Pratelli, Luca
3
Rigo, Pietro
3
Avanzi, Benjamin
2
Avram, Florin
2
Casellina, Simone
2
Grahovac, Danijel
2
Hipp, Christian
2
Pandolfo, Giuseppe
2
Quagliariello, Mario
2
Tu, Vincent
2
Vardar-Acar, Ceren
2
Wong, Bernard
2
Bata, Katharina
1
Castro, Luciano De
1
Castro, Luciano I. de
1
De Castro, Luciano I.
1
Dietrich, Franz
1
Egami, Masahiko
1
Epstein, Larry G.
1
Feduzzi, Alberto
1
Flaminio, Tommaso
1
Godo, Lluis
1
Hosni, Hykel
1
Pomini, Mario
1
Runde, Jochen
1
Schmidli, Hanspeter
1
Seo, Kyoungwon
1
Spiekermann, Kai
1
Yamazaki, Kazutoshi
1
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1
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Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Dipartimento di Politica Economica, Finanza e Sviluppo (DEPFID), Facoltà di Economia "Richard M. Goodwin"
1
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
1
Graduate School of Economics, Kyoto University
1
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1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Risks
3
Risks : open access journal
3
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2
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2
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2
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1
Department of Economic Policy, Finance and Development (DEPFID) University of Siena
1
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1
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1
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1
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1
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1
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EconStor
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1
Pareto's legacy in the Italian tradition : the case of mathematical economics
Pomini, Mario
- In:
International review of economics : RISEC
71
(
2024
)
3
,
pp. 477-489
Persistent link: https://www.econbiz.de/10015056846
Saved in:
2
Optimal capital injections and dividends with tax in a risk model in discrete time
Bata, Katharina
;
Schmidli, Hanspeter
- In:
European Actuarial Journal
10
(
2020
)
1
,
pp. 235-259
by
de
Finetti
’s example. …
Persistent link: https://www.econbiz.de/10014504517
Saved in:
3
Applying the pre-commitment approach to bottom up stress tests: A new old story
Casellina, Simone
;
Pandolfo, Giuseppe
;
Quagliariello, Mario
-
2020
the 1990s but also as an application of the penalty criterion proposed by the Italian mathematician
de
Finetti
as the …
Persistent link: https://www.econbiz.de/10014564945
Saved in:
4
Optimal dividend payment in
De
Finetti
models: Survey and new results and strategies
Hipp, Christian
- In:
Risks
8
(
2020
)
3
,
pp. 1-27
given value ». This is done in most simple discrete
De
Finetti
models. We characterize the value function V(s,») for initial …
Persistent link: https://www.econbiz.de/10013200629
Saved in:
5
Applying the pre-commitment approach to bottom up stress tests : a new old story
Casellina, Simone
;
Pandolfo, Giuseppe
;
Quagliariello, Mario
-
2020
the 1990s but also as an application of the penalty criterion proposed by the Italian mathematician
de
Finetti
as the …
Persistent link: https://www.econbiz.de/10012151113
Saved in:
6
Optimal dividend payment in
De
Finetti
models : survey and new results and strategies
Hipp, Christian
- In:
Risks : open access journal
8
(
2020
)
3/96
,
pp. 1-27
given value α. This is done in most simple discrete
De
Finetti
models. We characterize the value function V(s,α) for initial …
Persistent link: https://www.econbiz.de/10012293314
Saved in:
7
The W,Z/ν,δ paradigm for the first passage of strong Markov processes without positive jumps
Avram, Florin
;
Grahovac, Danijel
;
Vardar-Acar, Ceren
- In:
Risks
7
(
2019
)
1
,
pp. 1-17
dividends, inspired by the
de
Finetti
problem of maximizing expected discounted cumulative dividends until ruin, where we …
Persistent link: https://www.econbiz.de/10013200436
Saved in:
8
The W,Z/ν,δ paradigm for the first passage of strong Markov processes without positive jumps
Avram, Florin
;
Grahovac, Danijel
;
Vardar-Acar, Ceren
- In:
Risks : open access journal
7
(
2019
)
1/18
,
pp. 1-17
dividends, inspired by the
de
Finetti
problem of maximizing expected discounted cumulative dividends until ruin, where we …
Persistent link: https://www.econbiz.de/10012016015
Saved in:
9
A note on realistic dividends in actuarial surplus models
Avanzi, Benjamin
;
Tu, Vincent
;
Wong, Bernard
- In:
Risks
4
(
2016
)
4
,
pp. 1-9
Because of the profitable nature of risk businesses in the long term,
de
Finetti
suggested that surplus models should …
Persistent link: https://www.econbiz.de/10011709573
Saved in:
10
A note on realistic dividends in actuarial surplus models
Avanzi, Benjamin
;
Tu, Vincent
;
Wong, Bernard
- In:
Risks : open access journal
4
(
2016
)
4
,
pp. 1-9
Because of the profitable nature of risk businesses in the long term,
de
Finetti
suggested that surplus models should …
Persistent link: https://www.econbiz.de/10011556582
Saved in:
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