Portfolio selection by mutual insurance companies and optimal participating insurance policies

DOI10.1016/0167-6687(92)90029-BzbMath0850.62766OpenAlexW2087082606MaRDI QIDQ1209478

Serge Wibaut, Christian Gollier

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1016/0167-6687(92)90029-b

Mathematics Subject Classification ID

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

Related Items (3)

Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model ⋮ Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process ⋮ Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model

Cites Work

• Unnamed Item
• Unnamed Item
• Risk Sharing and Group Decision Making

This page was built for publication: Portfolio selection by mutual insurance companies and optimal participating insurance policies