Bruno de Finetti and the case of the critical line's last segment

DOI10.1016/j.insmatheco.2007.04.003zbMath1141.91416OpenAlexW3125424494MaRDI QIDQ939373

Luca Barone

Publication date: 22 August 2008

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.04.003

zbMATH Keywords

correlationreinsurancemean-variance criterionprobability of defaultcritical line algorithm

Mathematics Subject Classification ID

Related Items (1)

Mean-variance and expected utility: the Borch paradox

Cites Work

• Safety First and the Holding of Assets
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