A theory of risk, return and solvency (Q1904990)
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scientific article; zbMATH DE number 834207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theory of risk, return and solvency |
scientific article; zbMATH DE number 834207 |
Statements
A theory of risk, return and solvency (English)
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15 January 1996
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price regulation
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solvency regulation
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rate of return
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diffusion processes
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insurer net worth
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expected discounted cost of insolvency
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probability of ruin
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optimal rate of return
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optimal loss-to-net worth ratio
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