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Preserving the Rothschild-Stiglitz type increase in risk with background risk : a characterization
Denuit, Michel; Mesfioui, Mhamed - In: Insurance / Mathematics & economics 72 (2017), pp. 1-5
Persistent link: https://www.econbiz.de/10011691479
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On the discounted penalty function in the renewal risk model with general interclaim times
Willmot, Gordon E. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10003755656
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A time-series risk model with constant interest for dependent classes of business
Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 32-40
Persistent link: https://www.econbiz.de/10003755661
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Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
Chadjiconstantinidis, Stathis; Politis, Konstadinos - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10003755664
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The compound binomial risk model with time-correlated claims
Xiao, Yuntao; Guo, Junyi - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 124-133
Persistent link: https://www.econbiz.de/10003755685
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On a modification of the classical risk process
Bratiychuk, Mykola S.; Derfla, Dominika - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 156-162
Persistent link: https://www.econbiz.de/10003755690
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On variational bounds in the compound Poisson approximation of the individual risk model
Roos, Bero - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 403-414
Persistent link: https://www.econbiz.de/10003755757
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Willingness to pay and the demand for lotto
Wang, Ren-Hong; Tzeng, Larry Y.; Tien, Junji - In: Applied economics 38 (2006) 10, pp. 1207-1216
Persistent link: https://www.econbiz.de/10003336904
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Ex ante contracting with inequity aversion
Choi, Kangsik - In: Applied economics 39 (2007) 7/9, pp. 1139-1145
Persistent link: https://www.econbiz.de/10003484350
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Risk aversion, order strategy and price formation
Wang, Ming-Chang; Zu, Lon-Ping; Kuo, Chau-jung - In: Applied economics 42 (2010) 4/6, pp. 627-640
This article provides a model of order-submission strategy and price formation by analysing the optimal behaviour of risk-averse uninformed traders. According to our inference, the market dynamically adjusts the bid/ask at any moment to generate enough price improvement return in order to cover...
Persistent link: https://www.econbiz.de/10003952148