A Continuous-Time Model of Self-Protection
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More about this item
Keywords
Self-Protection; Prevention effort; Dynamic programming; Continuation utility; Backward SDEs;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IAS-2020-11-16 (Insurance Economics)
- NEP-MIC-2020-11-16 (Microeconomics)
- NEP-UPT-2020-11-16 (Utility Models & Prospect Theory)
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