The Solution of the Optimal Insurance Problem with Background Risk
This paper proves the existence and uniqueness of the solution of the optimal insurance problem with background risk and presents the explicit form of the optimal solution.
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2019-01-01
|
| Series: | Journal of Function Spaces |
| Online Access: | http://dx.doi.org/10.1155/2019/2759398 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|