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~language:"eng"
~person:"Menzinger, Ivo"
~person:"Plum, Michael"
~subject:"Versicherungswissenschaft"
~type:"book"
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Versicherungswissenschaft
Versicherungsbetriebslehre
3
insurance economics
3
insurance management
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Anlagepolitk
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Performance <Kapitalanlage>
2
Versicherungsmathematik
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investment Policy
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Menzinger, Ivo
Plum, Michael
Hipp, Christian
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Taksar, Michael
2
Cairns, Andrew J.G.
1
Enz, Rudolf
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Mehlhorn, Jens
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Pomerleano, Michael
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Suter, Sonja
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Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Publikationen
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Finance and Stochastics, 2003.
1
Insurance: Mathematics and Economics, S. 215-228, 2000
1
Schweizer Rückversicherung AG - Research & Publications
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Sigma
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USB Cologne (business full texts)
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Natural catastrophes and man-made disasters in 2002: high flood loss burden
Zanetti, Aurelia
;
Enz, Rudolf
;
Menzinger, Ivo
; …
-
2003
In 2002 losses from natural catastrophes and man-made losses cost non-life insurers USD 13.5 bilion across the globe. This was markedly below the previous year´s level of USD 35 billion. While natural catastrophes caused losses of USD 11.4 billion, property losses from man-made disasters...
Persistent link: https://www.econbiz.de/10005846581
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2
Optimal investment for insurers
Hipp, Christian
;
Plum, Michael
-
2001
We consider a risk process modelled as a compound Poisson process. The ruin probability of this risk process is minimized by the choice of a suitable investment strategy for a capital market index. ...
Persistent link: https://www.econbiz.de/10005845999
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3
Optimal investment for investors with state dependent income, and for insurers
Hipp, Christian
;
Plum, Michael
-
2000
An optimal control problem is considered where a risky asset is used for investment and this investment is ...nanced by initial wealth as well as by a state dependent income. The objektive function is accumulated discounted aspected utility of the wealth, where the utility function is increasing...
Persistent link: https://www.econbiz.de/10005846358
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