Optimal strategies in a game of economic survival

DOI10.1002/NAV.3800290103zbMATH Open0539.90110OpenAlexW2117102376MaRDI QIDQ3328320FDOQ3328320

Authors: Karl Borch 

Publication date: 1982

Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.3800290103

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zbMATH Keywords

optimal strategygambler's ruinband strategyapplications to insurancegames of economic survival

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Game theory (91A99) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
• Title not available (Why is that?)
• One‐person games of economic survival
• Band strategies: The random walk of reserves
• A Model of Stochastic-Dynamic Prognosis

Cited In (4)

• Optimal dividend payout model with risk sensitive preferences
• Maximizing survival time in a random walk on an interval
• Pricing insurance contracts -- an economic viewpoint
• Optimal strategy in the insurer-policyholder game in the stochastic market interest rate environment

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