Asymptotic expected utility of dividend payments in a classical collective risk process
Year of publication: |
2023
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Authors: | Baran, Sebastian ; Constantinescu, Corina ; Palmowski, Zbigniew |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 4, Art.-No. 64, p. 1-15
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Subject: | utility function | risk process | asymptotics | Theorie | Theory | Risiko | Risk | Erwartungsnutzen | Expected utility | Dividende | Dividend | Nutzenfunktion | Utility function | Nutzen | Utility |
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