Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

Exponential utility and ruin constraints

From MaRDI portal
Publication:3346033
Jump to:navigation, search

DOI10.1109/TSMC.1984.6313298zbMATH Open0552.90006MaRDI QIDQ3346033

Paul Snow

Publication date: 1984

Published in: IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)




zbMATH Keywords

exponential utilityprobability of ruinbuying price equationutility parameter assessment


Mathematics Subject Classification ID

Utility theory (91B16)



Related Items (2)

Expected utility and catastrophic consumption risk ⋮ Truncated linear zero utility pricing and actuarial protection models






This page was built for publication: Exponential utility and ruin constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3346033)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3346033&oldid=16595893"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 4 February 2024, at 15:24.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki