Indifference pricing of insurance contracts in a product space model
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Publication:1424712
DOI10.1007/s007800200086zbMath1038.62097MaRDI QIDQ1424712
Publication date: 16 March 2004
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800200086
variance principle; standard deviation principle; financial risk; product space; indifference pricing; variance optimal martingale measure
62P05: Applications of statistics to actuarial sciences and financial mathematics
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