Indifference pricing of insurance contracts in a product space model: Applications (Q1413398): Difference between revisions
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Revision as of 08:38, 15 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference pricing of insurance contracts in a product space model: Applications |
scientific article |
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Indifference pricing of insurance contracts in a product space model: Applications (English)
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16 November 2003
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indifference pricing
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variance principle
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standard deviation principle
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unit-linked insurance
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reinsurance
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integrated risk management
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financial stop-loss contract
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variance optimal martingale measure
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