A note on a problem arising from risk theory

DOI10.1007/S10587-010-0069-4MaRDI QIDQ3073530zbMATH OpenOpenAlexFDO

Authors Ulrich Abel, Ovidiu Furdui, Ioan Gavrea, Mircea Ivan

Publication date 11 February 2011

Published in Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/196463, http://hdl.handle.net/10338.dmlcz/140803

zbMATH Keywords

improper integralmoments problemintegrated tail operator

Mathematics Subject Classification ID

Moment problems (44A60)

Cited in

(5)

• A NOTE ON THE INSURANCE RISK PROBLEM
• The theory of risk and the ``players' ruin problem
• A note on risk averse newsboy problem
• A note on the condition of no unbounded profit with bounded risk
• A note on proper scoring rules and risk aversion

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