×

Band strategies: The random walk of reserves. (English) Zbl 0418.62086


MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics
60G50 Sums of independent random variables; random walks
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] Borch, K.: ”The Theory of Risk”, Journal of the Royal Stat. Soc. (B) 29, 432 - 467 (1967). · Zbl 0153.49301
[2] de Finetti, B.: ”Su un’ Impostazione Alternativa della Teoria Collettiva del Rischio”, Transactions of the XVth International Congress of Actuaries, Vol. 2 (1957).
[3] Gerber, H. V.: ”Entscheidungskriterien für den zusammengesetzten Poisson-Prozess”, Mitteilungen der Vereinigten Schweizer Versicherungsmathematiker 69, 185 - 228 (1969). · Zbl 0193.20501
[4] Hallin, M.: Jeux de survie économique et Théorie moderne du Risque, Cahiers du Centre d’Etudes de Recherche Opérationnelle 15 n 1, 16 - 38 (1973). · Zbl 0273.90077
[5] Miyasawa, K.: ”An Economic Survival Game”, J. Op. Res. Soc. Japan 4 (1962).
[6] Morril, J. E.: ”One-person games of economic survival”, Naval Res. Log. Quart. 13, 49–70 (1966). · Zbl 0149.16904 · doi:10.1002/nav.3800130105
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.