Optimal insurance demand under marked point processes shocks. (Q1578607)

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Optimal insurance demand under marked point processes shocks.
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    title
    Optimal insurance demand under marked point processes shocks. (English)
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    author
    Nizar Touzi
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    publication date
    4 September 2000
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    Mathematics Subject Classification ID
    91B30
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    60G55
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    60H30
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    93E20
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    91A40
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    zbMATH DE Number
    1500275
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    zbMATH Keywords
    Optimal insurance
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    stochastic control
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    convex analysis
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    duality
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    optional decomposition
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