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~isPartOf:"Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Publikationen"
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Anlagepolitk
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Performance <Kapitalanlage>
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Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Publikationen
Discussion Papers on Entrepreneurship, Growth and Public Policy
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Ludwig-Maximilians-Universität München - Fakultät für Betriebswirtschaft
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Max-Planck-Institut für Ökonomik - Abteilung Entrepreneurship, Growth and Public Policy
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Mannheimer Manuskripte zur Risikotheorie, Portfolio Management und Versicherungswirtschaft
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Universität Mannheim - Lehrstuhl für Allgemeine Betriebswirtschaftslehre, Risikotheorie, Portfolio Management und Versicherungswirtschaft - Mannheimer Manuskripte
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Katholische Universität Eichstätt-Ingolstadt, School of Management, Chair of Finance and Banking - Publikationen
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Bfw
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Der Aktuar
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European Finance Review 4: 157195, 2000, p. 157-195
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FINANZ BETRIEB ; 10 (1999), S. 308-315
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FINANZ BETRIEB ; 9 (1999),S. 250-254
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FRBNY ECONOMIC POLICY REVIEW / FEBRUARY 1997, 49-60
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FRBNY Economic Policy Review / April 2003, pp 27-50
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Finance and Stochastics, 2003.
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Friedrich-Schiller-Universität Jena - Wirtschaftswissenschaftliche Universität - Jena Research Papers
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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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Optimal investment for investors with state dependent income, and for insurers
Hipp, Christian
;
Plum, Michael
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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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