Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

scientific article; zbMATH DE number 3037753

From MaRDI portal
Publication:5777396
Jump to:navigation, search

zbMath0023.25701MaRDI QIDQ5777396

No author found.

Publication date: 1940


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

zbMATH Keywords

actuarial mathematics


Mathematics Subject Classification ID

Actuarial mathematics (91G05)


Related Items (6)

Optimal proportional reinsurance from the point of view of cedent and reinsurer ⋮ Discrete time homogeneous Markov processes for the study of the basic risk processes ⋮ Bruno de Finetti and the case of the critical line's last segment ⋮ The study of basic risk processes by discrete-time non-homogeneous Markov processes ⋮ A conversation with Eugenio Regazzini ⋮ Mean-variance and expected utility: the Borch paradox







This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5777396&oldid=30557763"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 7 March 2024, at 05:12.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki