Optimal insurance demand under marked point processes shocks.
type: Item
instance of: scholarly article
title: Optimal insurance demand under marked point processes shocks.
zbMATH Open document ID: 1161.91419
author: Nizar Touzi
published in: The Annals of Applied Probability
publication date: 2000-09-04T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91A40
zbMATH DE Number: 1500275
zbMATH Keywords: Optimal insurance
zbMATH Keywords: stochastic control
zbMATH Keywords: convex analysis
zbMATH Keywords: duality
zbMATH Keywords: optional decomposition
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1019737674
OpenAlex ID: W1979787959
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DOI: 10.1214/AOAP/1019737674
description: scientific article; zbMATH DE number 1500275