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A continuous-time model of self-protection |
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| Authors: | Bensalem Sarah Hernández-Santibáñez Nicolás Kazi-Tani Nabil |
| Affiliation: | 1.Université de Lyon 1, ISFA, LSAF EA2429, 50 Avenue Tony Garnier, F-69007, Lyon, France ;2.Center for Mathematical Modeling, Universidad de Chile, Santiago, Chile ;3.Institut Elie Cartan de Lorraine, Université de Lorraine, UFR MIM, 3 rue Augustin Fresnel, 57073, Metz Cedex 03, France ; |
| Abstract: | Finance and Stochastics - This paper deals with an optimal linear insurance demand model, where the protection buyer can also exert a time-dynamic costly prevention effort to reduce her risk... |
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