On the Optimal Pricing of a Heterogeneous Portfolio

DOI10.2143/AST.38.1.2030408zbMath1169.91388OpenAlexW4253418059MaRDI QIDQ3395768

Gennadij Falin

Publication date: 13 September 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.38.1.2030408

zbMATH Keywords

optimalityindividual risk modelpremium

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Stochastic models in economics (91B70)

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