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The Theory of Risk
7 references·16 citing·39 second hop
The Theory of Risk (1967)The Theory of RiskEquilibrium in a Reinsurance Market (1962)Equilibrium in a Reinsurance …Unternehmensforschung (1959)UnternehmensforschungProbability and the Weighing of Evidence. (1950)Probability and the Weighing …Theory of Games and Economic Behavior (1945)Theory of Games and Economic …On the probability function in the collective theory of risk (1932)On the probability function i…Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitThéorie de la spéculation (1900)Théorie de la spéculationPredicting bankruptcy in resort hotels: a survival analysis (2019)Predicting bankruptcy in reso…APPROXIMATION OF OPTIMAL REINSURANCE AND DIVIDEND PAY-OUT POLICIES (2015)APPROXIMATION OF OPTIMAL REIN…A BSDE approach to a risk-based optimal investment of an insurer (2010)A BSDE approach to a risk-bas…Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (2008)Optimal financing and dividen…Optimal financing and dividend control of the insurance company with proportional reinsurance policy (2007)Optimal financing and dividen…Optimal Investment for an Insurer to Minimize Its Probability of Ruin (2004)Optimal Investment for an Ins…Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (2004)Optimal dynamic portfolio sel…Perspectives of Risk Sharing (2002)Perspectives of Risk SharingOptimal risk control for a large corporation in the presence of returns on investments (2001)Optimal risk control for a la…The duality of bankruptcy process in Finland (1995)The duality of bankruptcy pro…Lectures on the use of control theory in insurance (1994)Lectures on the use of contro…Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization (1993)Equilibrium in a Reinsurance …Reinsurance in arbitrage-free markets (1991)Reinsurance in arbitrage-free…The Bibliography and History of Risk Management: Some Preliminary Observations (1982)The Bibliography and History …The Manager's Struggles with Uncertainty (1977)The Manager's Struggles with …The Capital Structure of a Firm (1969)The Capital Structure of a Fi…Portfolio Selection: Efficient Diversification of Investments (1959)Optimum consumption and portfolio rules in a continuous-time model (1971)Modelling Extremal Events (1997)Ruin models with investment income (2008)Optimal proportional reinsurance and investment in a stock market with Ornstein–Uhlenbeck process (2011)Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Moral Hazard and Observability (1979)Optimal retention levels, given the joint survival of cedent and reinsurer (2004)Excess of loss reinsurance under joint survival optimality (2006)PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (2016)Dividend Policy, Growth, and the Valuation of Shares (1961)Continuous-Time Finance. (1991)Controlled Markov Processes and Viscosity Solutions (2005)Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting (2006)Mean-variance portfolio selection for a non-life insurance company (2007)Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (2007)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Pricing contingent claims on stocks driven by Lévy processes (1999)The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures (1999)The cumulant process and Esscher's change of measure (2002)Correlated Equilibrium as an Expression of Bayesian Rationality (1987)Multiagent systems: algorithmic, game-theoretic, and logical foundations (2009)Evolutionary Game Theory (2011)Précis of Knowledge and the Flow of Information (1983)Uncertainty and Economic Analysis (1985)Hume's Problem (2000)The Design of an Optimal Insurance Policy (1992)The Market for Catastrophe Risk: A Clinical Examination (1999)Inf-convolution of risk measures and optimal risk transfer (2005)A survey on the linear ordering problem for weighted or unweighted tournaments (2007)Traffic Networks: Dynamic Traffic Routing, Assignment, and Assessment (2009)A heuristic methodology to tackle the Braess Paradox detecting problem tailored for real road networks (2013)
this work references cited by second hop

References

  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1945Theory of Games and Economic Behavior3,887 cited
  • 1900Théorie de la spéculation2,605 cited
  • 1950Probability and the Weighing of Evidence.753 cited
  • 1962Equilibrium in a Reinsurance Market700 cited
  • 1932On the probability function in the collective theory of risk376 cited
  • 1959Unternehmensforschung175 cited

Cited by

  • 2004Optimal Investment for an Insurer to Minimize Its Probability of Ruin117 cited
  • 2002Perspectives of Risk Sharing101 cited
  • 2004Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy88 cited
  • 1977The Manager's Struggles with Uncertainty85 cited
  • 2008Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs82 cited
  • 1993Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization78 cited
  • 2001Optimal risk control for a large corporation in the presence of returns on investments73 cited
  • 2019Predicting bankruptcy in resort hotels: a survival analysis69 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2007Optimal financing and dividend control of the insurance company with proportional reinsurance policy63 cited
  • 1991Reinsurance in arbitrage-free markets63 cited
  • 1982The Bibliography and History of Risk Management: Some Preliminary Observations59 cited
  • 2010A BSDE approach to a risk-based optimal investment of an insurer42 cited
  • 1969The Capital Structure of a Firm33 cited
  • 2015APPROXIMATION OF OPTIMAL REINSURANCE AND DIVIDEND PAY-OUT POLICIES33 cited
  • 1994Lectures on the use of control theory in insurance33 cited
  • 1995The duality of bankruptcy process in Finland15 cited