Optimal insurance in a continuous-time model
From MaRDI portal
Publication:2507608
DOI10.1016/j.insmatheco.2006.01.009zbMath1147.91342OpenAlexW2064646764MaRDI QIDQ2507608
Virginia R. Young, Kristen S. Moore
Publication date: 5 October 2006
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.01.009
stochastic controlHamilton-Jacobi-Bellman equationsexpected utilityoptimal insuranceMarkov chain approximation method
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Cites Work
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