Risk theory and serendipity
type: Item
instance of: scholarly article
title: Risk theory and serendipity
zbMATH Open document ID: 0582.62091
DOI: 10.1016/0167-6687(86)90016-8
author: Karl Borch
published in: Insurance Mathematics \& Economics
publication date: 1986-01-01T00:00:00Z
review text: The paper gives a short presentation of a model which determines equilibrium premiums in an insurance market, and a series of examples and potential applications. The paper also reviews De Finetti's model of optimal dividend policies, and argues that this model gives the utility functions required by the equilibrium model.
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 3932261
zbMATH Keywords: risk aversion
zbMATH Keywords: multi-period models
zbMATH Keywords: equilibrium premiums
zbMATH Keywords: insurance market
zbMATH Keywords: De Finetti's model of optimal dividend policies
zbMATH Keywords: utility functions
MaRDI profile type: Publication
full work available at URL: 0167-6687(86)90016-8
OpenAlex ID: W2063046885
cites work: Q5824927
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description: scientific article; zbMATH DE number 3932261