An optimal insurance strategy for an individual under an intertemporal equilibrium

Insurance: Mathematics and Economics

Volumn 42, Issue 1, 2008, Pages 255-260

  Zhou, Chunyang ^a   Wu, Chongfeng ^a   Zhang, Shengping ^a   Huang, Xuejun ^a  

^a SHANGHAI JIAO TONG UNIVERSITY   (China)

Author keywords

Expected utility; Optimal insurance strategy; Put option

Indexed keywords

EID: 38649097841     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.02.005     Document Type: Article

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