Remarks on the Mossin Theorem

DOI10.1080/10920277.2018.1477605zbMath1411.91286OpenAlexW2902619000WikidataQ128861439 ScholiaQ128861439MaRDI QIDQ5742893

Liang Hong

Publication date: 8 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2018.1477605

zbMATH Keywords

insurance contracts(non)random initial wealthMossin theorem

Mathematics Subject Classification ID

Cites Work

• Expectation dependence of random variables, with an application in portfolio theory
• Optimal insurance under multiple sources of risk with positive dependence
• A note on Mossin’s theorem for deductible insurance given random initial wealth
• Some Concepts of Dependence
• Loss Models

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