Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions |
scientific article |
Statements
Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (English)
0 references
22 February 2023
0 references
optimal insurance contract
0 references
optimal risk sharing
0 references
shot-noise Cox process
0 references
persistent actions
0 references
continuous-time stochastic control
0 references
0 references
0 references
0 references
