Optimal insurance demand under marked point processes shocks. (Q1578607)

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scientific article; zbMATH DE number 1500275
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Optimal insurance demand under marked point processes shocks.
scientific article; zbMATH DE number 1500275

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    Optimal insurance demand under marked point processes shocks. (English)
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    4 September 2000
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    Optimal insurance
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    stochastic control
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    convex analysis
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    duality
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    optional decomposition
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