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  • Search: subject:"de Finetti"
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Year of publication
Subject
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Theorie 4 Theory 4 affiliation 4 auctions 4 conditional independence 4 dividends 4 minimally informative random variable 4 positive dependence 4 pure strategy equilibrium 4 revenue ranking 4 statistical dependence of types 4 Arbitrage 3 Dividend 3 Dividende 3 de Finetti 3 equivalent martingale measure 3 finitely additive probability 3 fundamental theorem of asset pricing 3 De Finetti model 2 corporate finance 2 de Finetti penalty 2 de Finetti valuation objective 2 de Finetti's theorem 2 de Finetti’s theorem 2 drawdown process 2 first passage 2 optimal dividend payment 2 pre-commitment approach 2 principal-agent problem 2 ruin probability constraint 2 scale functions 2 spectrally negative process 2 stochastic control 2 stress test 2 supervision 2 surplus models 2 variational problem 2 Actuarial mathematics 1 Agency theory 1 Bankenaufsicht 1
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Online availability
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Free 22 CC license 1
Type of publication
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Book / Working Paper 14 Article 8
Type of publication (narrower categories)
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Working Paper 5 Article 4 Article in journal 4 Aufsatz in Zeitschrift 4 Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1
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Language
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English 18 Undetermined 4
Author
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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 Zappia, Carlo 1 de Castro, Luciano I. 1
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Institution
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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 London School of Economics (LSE) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Risks 3 Risks : open access journal 3 Discussion Paper 2 Discussion Papers / Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 2 Quaderni di Dipartimento 2 CIRANO Working Papers 1 Department of Economic Policy, Finance and Development (DEPFID) University of Siena 1 Discussion papers / Graduate School of Economics, Kyoto University 1 EBA Staff Paper Series 1 EBA staff paper series 1 European Actuarial Journal 1 International review of economics : RISEC 1 LSE Research Online Documents on Economics 1 MPRA Paper 1 Quaderni del Dipartimento 1
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Source
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EconStor 8 RePEc 8 ECONIS (ZBW) 6
Showing 1 - 10 of 22
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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
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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
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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
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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
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Cover Image
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:
Cover Image
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
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Cover Image
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
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Cover Image
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
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Cover Image
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:
Cover Image
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
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