The solution of the optimal insurance problem with background risk (Q2422471)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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