scientific article; zbMATH DE number 3566537
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Publication:4138470
zbMATH Open0363.90065MaRDI QIDQ4138470FDOQ4138470
Authors: Karl Borch 
Publication date: 1974
Title of this publication is not available (Why is that?)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Operations research and management science (90B99)
Cited In (17)
- A game-theoretic model of reinsurance
- Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making
- Optimal dividend policy
- Optimal dividends and capital injections in the dual model with a random time horizon
- Asymptotically optimal dividend policy for regime-switching compound Poisson models
- Valuing catastrophe bonds involving correlation and CIR interest rate model
- Law-invariant functionals that collapse to the mean: beyond convexity
- On a Markovian game model for competitive insurance pricing
- The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later
- Optimal dividend strategy in compound binomial model with bounded dividend rates
- Premium valuation in international insurance
- Insurance premiums and default risk in mutual insurance
- Dividend-reinsurance strategy in the Sparre Andersen model
- Evaluation of portfolio of financial and insurance instruments: simulation of uncertainty
- A discrete model for the problem of optimizing the activity of an insurance company
- On Optimal Dividend Strategies In The Compound Poisson Model
- On optimal proportional reinsurance and investment in a hidden Markov financial market
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