Optimal insurance in a continuous-time model

Insurance: Mathematics and Economics

Volumn 39, Issue 1, 2006, Pages 47-68

  Moore, Kristen S ^a   Young, Virginia R ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Expected utility; Hamilton Jacobi Bellman equations; Markov chain approximation method; Optimal insurance; Stochastic control

Indexed keywords

EID: 33745668458     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.01.009     Document Type: Article

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