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~person:"Plum, Michael"
~subject:"Versicherungsbetriebslehre"
~subject:"Zeitschrift"
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Optimal dynamic XL reinsurance
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Versicherungsbetriebslehre
Zeitschrift
Anlagepolitk
2
Performance <Kapitalanlage>
2
Versicherungsmathematik
2
Versicherungswissenschaft
2
insurance economics
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insurance management
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investment Policy
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Betriebliche Investitionstheorie
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Corporate investment theory
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Erwartungsnutzen
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Investition
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Risikokapital
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Plum, Michael
Hipp, Christian
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Taksar, Michael
2
Aase, Knut K.
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Albrecht, Thomas
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Boyle, Phelim
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Bühlmann, Hans
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Denuit, M.
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Dhaene, J.
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Dickson, David C.M.
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Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Publikationen
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Finance and Stochastics, 2003.
1
Insurance: Mathematics and Economics, S. 215-228, 2000
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USB Cologne (business full texts)
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Optimal investment for insurers
Hipp, Christian
;
Plum, Michael
-
2001
We consider a risk process modelled as a compound Poisson process. The ruin probability of this risk process is minimized by the choice of a suitable investment strategy for a capital market index. ...
Persistent link: https://www.econbiz.de/10005845999
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Optimal investment for investors with state dependent income, and for insurers
Hipp, Christian
;
Plum, Michael
-
2000
An optimal control problem is considered where a risky asset is used for investment and this investment is ...nanced by initial wealth as well as by a state dependent income. The objektive function is accumulated discounted aspected utility of the wealth, where the utility function is increasing...
Persistent link: https://www.econbiz.de/10005846358
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