A theory of risk, return and solvency
type: Item
instance of: scholarly article
title: A theory of risk, return and solvency
zbMATH Open document ID: 0836.62094
DOI: 10.1016/0167-6687(95)00006-E
author: Michael R. Powers
published in: Insurance Mathematics \& Economics
publication date: 1996-01-15T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 834207
zbMATH Keywords: price regulation
zbMATH Keywords: solvency regulation
zbMATH Keywords: rate of return
zbMATH Keywords: diffusion processes
zbMATH Keywords: insurer net worth
zbMATH Keywords: expected discounted cost of insolvency
zbMATH Keywords: probability of ruin
zbMATH Keywords: optimal rate of return
zbMATH Keywords: optimal loss-to-net worth ratio
MaRDI profile type: Publication
Wikidata QID: Q56763796
cites work: Q4404205
cites work: Weak convergence of assets processes with stochastic interest return
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cites work: Diffusion approximations in collective risk theory
cites work: Q5812616
cites work: On the probability of ruin of risk processes approximated by a diffusion process
cites work: Diffusion approximations for a risk process with the possibility of borrowing and investment
description: scientific article; zbMATH DE number 834207