Indifference pricing of insurance contracts in a product space model: Applications
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Publication:1413398
DOI10.1016/S0167-6687(03)00113-6zbMath1024.62044MaRDI QIDQ1413398
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
variance principlestandard deviation principleunit-linked insurancereinsuranceindifference pricingintegrated risk managementfinancial stop-loss contractvariance optimal martingale measure
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