Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
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Publication:4455898
DOI10.1080/03461230110106327zbMATH Open1039.91049OpenAlexW2083188360MaRDI QIDQ4455898FDOQ4455898
Thaleia Zariphopoulou, Virginia R. Young
Publication date: 16 March 2004
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230110106327
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Cited In (42)
- A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds
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- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS
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