Risk theory and serendipity

DOI10.1016/0167-6687(86)90016-8zbMath0582.62091OpenAlexW2063046885MaRDI QIDQ1068501

Karl Borch

Publication date: 1986

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(86)90016-8

zbMATH Keywords

utility functionsrisk aversionmulti-period modelsDe Finetti's model of optimal dividend policiesequilibrium premiumsinsurance market

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

A numerical approach to utility functions in risk theory ⋮ Equilibria in a mixed financial-reinsurance market with constrained trading possibilities ⋮ Reinsurance in arbitrage-free markets

Cites Work

• The health of mathematics
• Equilibrium in a Reinsurance Market
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