Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions
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Publication:2685515
DOI10.1016/j.insmatheco.2023.01.002OpenAlexW4317623461MaRDI QIDQ2685515
Publication date: 22 February 2023
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2023.01.002
shot-noise Cox processoptimal risk sharingoptimal insurance contractcontinuous-time stochastic controlpersistent actions
Optimal stochastic control (93E20) Actuarial mathematics (91G05) Contract theory (moral hazard, adverse selection) (91B41)
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