| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 980010 | Procedia Economics and Finance | 2015 | 6 Pages |
Abstract
We present in the first part of the article types of utility functions that can describe the behavior of the investor and their applications to optimize portfolio. The second part of the paper refers to applications in calculating insurance premiums aggregated risk in zero utility principle.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
