scientific article; zbMATH DE number 591098
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Publication:4296399
martingalescontinuous-time modelrandom measuresmarked point processesno arbitrageinformation constraintsclaims processesmarginal utilitygeneral exchange equilibriumintertemporal economic modelnonlinear spanningnonproportional treatiespartial equilibrium price formationpremium functionalspremiums of risksproportional contractsreinsurance markets
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