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Indifference pricing of insurance contracts in a product space model: applications

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  • Moller, Thomas

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  • Moller, Thomas, 2003. "Indifference pricing of insurance contracts in a product space model: applications," Insurance: Mathematics and Economics, Elsevier, vol. 32(2), pages 295-315, April.
  • Handle: RePEc:eee:insuma:v:32:y:2003:i:2:p:295-315
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    References listed on IDEAS

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    1. Rheinländer, Thorsten & Schweizer, Martin, 1997. "On L2-projections on a space of stochastic integrals," SFB 373 Discussion Papers 1997,25, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    2. Schweizer, Martin, 2001. "From actuarial to financial valuation principles," Insurance: Mathematics and Economics, Elsevier, vol. 28(1), pages 31-47, February.
    3. Martin Schweizer & HuyËn Pham & (*), Thorsten RheinlÄnder, 1998. "Mean-variance hedging for continuous processes: New proofs and examples," Finance and Stochastics, Springer, vol. 2(2), pages 173-198.
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    Cited by:

    1. Consiglio, Andrea & De Giovanni, Domenico, 2008. "Evaluation of insurance products with guarantee in incomplete markets," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 332-342, February.
    2. Fischer, Tom, 2007. "A law of large numbers approach to valuation in life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 35-57, January.
    3. Dahl, Mikkel & Moller, Thomas, 2006. "Valuation and hedging of life insurance liabilities with systematic mortality risk," Insurance: Mathematics and Economics, Elsevier, vol. 39(2), pages 193-217, October.
    4. Brockett Patrick L. & Leng Chao-Chun & Wen Min-Ming & Yang Charles C., 2012. "Political Risk Insurance and Foreign Direct Investments," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 6(1), pages 1-18, February.

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