Next:
Introduction
OPTIMIZATION OF INVESTMENT
AND INSURANCE MODELS
Introduction
Expected Utility
Investment in CD
Investment in CD and Stocks
Optimal Portfolio, Special Cases
Optimal Insurance
Nash Equilibrium
Single Company Insuring Single Object
Search for Equilibrium
Single Company Insuring Multiple Objects
Two Competing Companies Insuring Multiple Objects
Search for Equilibrium
Utility Functions
Software Example
Running the Program
A Set of Utility Functions
Bibliography
About this document ...
2002-11-04
