Stochastic risk models. I

zbMATH Open1240.91057MaRDI QIDQ3170440FDOQ3170440

Authors: Gheorghe Oprişan 

Publication date: 27 September 2011

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zbMATH Keywords

risk aversionutility functionaggregate claimsindividual riskcollective riskCramér-Lundberg modelnon Neumann-Morgestern theorem

Mathematics Subject Classification ID

Utility theory (91B16)

Cited In (4)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic risk models. II
• Stochastic Risk Analysis and Management

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