Indifference pricing of insurance contracts in a product space model

DOI10.1007/s007800200086zbMath1038.62097OpenAlexW2164933089MaRDI QIDQ1424712

Thomas Møller

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

zbMATH Keywords

variance principlestandard deviation principlefinancial riskproduct spaceindifference pricingvariance optimal martingale measure

Mathematics Subject Classification ID

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