Stochastic risk models. I

MaRDI QIDQ3170440zbMATHFDO

Authors Gheorghe Oprişan

Publication date 27 September 2011

zbMATH Keywords

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

Mathematics Subject Classification ID

Utility theory (91B16)

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