Indifference pricing of insurance-linked securities in a multi-period model (Q2029066)
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scientific article; zbMATH DE number 7354355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference pricing of insurance-linked securities in a multi-period model |
scientific article; zbMATH DE number 7354355 |
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Indifference pricing of insurance-linked securities in a multi-period model (English)
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3 June 2021
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pricing
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contingent claim
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exponential utility
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multi-period model
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time consistency
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