The solution of the optimal insurance problem with background risk (Q2422471)

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The solution of the optimal insurance problem with background risk
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    The solution of the optimal insurance problem with background risk (English)
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    19 June 2019
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    Summary: This paper proves the existence and uniqueness of the solution of the optimal insurance problem with background risk and presents the explicit form of the optimal solution.
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    optimal insurance
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    background risk
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