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Actuarial Applications of Utility Functions
4 references·0 citing·10 second hop
Actuarial Applications of Utility Functions (1987)Actuarial Applications of Utility Functio…On convex principles of premium calculation (1985)On convex principles of premi…An Economic Premium Principle (1980)An Economic Premium PrincipleMathematical Methods in Risk Theory. (1971)Mathematical Methods in Risk …Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk …An introduction to mathematical risk theory (1979)Utility Functions (1998)Optimal insurance under Wang’s premium principle (1999)Optimal reinsurance under mean-variance premium principles (2001)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Controlled diffusion models for optimal dividend pay-out (1997)Inf-convolution of risk measures and optimal risk transfer (2005)A Universal Framework for Pricing Financial and Insurance Risks (2002)Insurance Risk and Ruin (2005)AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)
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References

  • 1970Mathematical Methods in Risk Theory718 cited
  • 1971Mathematical Methods in Risk Theory.494 cited
  • 1980An Economic Premium Principle332 cited
  • 1985On convex principles of premium calculation191 cited

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