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Q5485964 - MaRDI portal

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scientific article; zbMATH DE number 5051537
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English
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scientific article; zbMATH DE number 5051537

    Statements

    publication date
    6 September 2006
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    zbMATH Keywords
    Life insurance
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    non-life insurance
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    life contingencies
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    reinsurance
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    ruin theory
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    utility theory
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    dividend strategies
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    Markov chains
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    Brownian motion
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    individual risk theory
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    collective risk theory
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    martingales
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    value at risk
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    tail conditional expectation
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    premium principles
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    author
    Vladimir I. Rotar'
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B30
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    62-01
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    91-01
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    zbMATH DE Number
    5051537
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