Optimal insurance demand under marked point processes shocks

Annals of Applied Probability

Volumn 10, Issue 1, 2000, Pages 283-312

  Touzi, Nizar ^a,b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b CREST   (France)

Author keywords

Convex analysis; Duality; Optimal insurance; Optional decomposition; Stochastic control

Indexed keywords

EID: 0034344308     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1019737674     Document Type: Article

References (19)

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