Optimal insurance demand under marked point processes shocks.
From MaRDI portal
Publication:1578607
DOI10.1214/aoap/1019737674zbMath1161.91419MaRDI QIDQ1578607
Publication date: 4 September 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1019737674
91A40: Other game-theoretic models
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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