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Indifference pricing of insurance contracts in a product space model |
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| Authors: | Thomas Møller |
| Affiliation: | 1.Laboratory of Actuarial Mathematics, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen ?, Denmark (e-mail: tmoller@math.ku.dk),DK |
| Abstract: | |
| Keywords: | : Indifference pricing variance principle standard deviation principle financial risk product space variance optimal martingale measure |
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