Indifference pricing of insurance contracts in a product space model: Applications (Q1413398)

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Indifference pricing of insurance contracts in a product space model: Applications
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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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