scientific article; zbMATH DE number 5051537

zbMath1117.62118MaRDI QIDQ5485964

Vladimir I. Rotar'

Publication date: 6 September 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov chainsBrownian motionmartingalesruin theoryutility theoryreinsurancevalue at risktail conditional expectationpremium principlesnon-life insurancedividend strategiescollective risk theoryindividual risk theorylife contingenciesLife insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Related Items (8)

Mixture Utility in General Insurance ⋮ Unnamed Item ⋮ A multi-objective interpretation of optimal transport ⋮ Problems of ruin and survival in economics: applications of limit theorems in probability ⋮ VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD ⋮ LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS ⋮ RISK MEASURES: RATIONALITY AND DIVERSIFICATION ⋮ Contingent means in multi-life models

Uses Software

• Excel

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