Self-insurance of investor under repeating catastrophic risks
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Publication:2467977
DOI10.1007/s10559-007-0059-1zbMath1153.91022OpenAlexW2125252173MaRDI QIDQ2467977
Publication date: 30 January 2008
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-007-0059-1
integral equationsactuarial mathematicsinsurancerisk measurefinancial mathematicsmethod of successive approximationsloss probabilitycatastrophic riskinvestmentsrisk estimaterandom risk process
Cites Work
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- Problems on insurance of catastrophic risks
- Solving the Wiener-Hopf equation with a probabilistic kernel
- On measuring and profiling catastrophic risks
- Application of the method of successive approximations to determine the probability of bankruptcy of an insurance company with random premiums.
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