Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process |
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Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (English)
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23 November 2017
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life insurance
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shot-noise process
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indifference pricing
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partial integro-differential equation
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Hamilton-Jacobi-Bellman equation
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