The portfolios of an insurer and a reinsurer under exponential utility function, constant rate of returns and proportional reinsurance
Year of publication: |
April-June 2016
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Authors: | Ihedioha, Silas A. |
Published in: |
Inventi impact: microfinance & banking. - Bhopal : IJPL, ISSN 2249-1007, ZDB-ID 2681334-8. - 2016, 2, p. 65-76
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Subject: | Theorie | Theory | Rückversicherung | Reinsurance | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Versicherung | Insurance |
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