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~person:"Hipp, Christian"
~source:"als-doc"
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Anlagepolitk
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Performance <Kapitalanlage>
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Versicherungsbetriebslehre
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Versicherungsmathematik
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insurance economics
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Hipp, Christian
Albrecht, Peter
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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
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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
-
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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