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.
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2019-01-01
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| Series: | Journal of Function Spaces |
| Online Access: | http://dx.doi.org/10.1155/2019/2759398 |
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| _version_ | 1832558733509525504 |
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| author | Yulian Fan |
| author_facet | Yulian Fan |
| author_sort | Yulian Fan |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-7586efe9bac6416cba50780093c66f7a |
| institution | Kabale University |
| issn | 2314-8896 2314-8888 |
| language | English |
| publishDate | 2019-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Function Spaces |
| spelling | doaj-art-7586efe9bac6416cba50780093c66f7a2025-02-03T01:31:44ZengWileyJournal of Function Spaces2314-88962314-88882019-01-01201910.1155/2019/27593982759398The Solution of the Optimal Insurance Problem with Background RiskYulian Fan0Department of Mathematics, North China University of Technology, Beijing 100144, ChinaThis 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.http://dx.doi.org/10.1155/2019/2759398 |
| spellingShingle | Yulian Fan The Solution of the Optimal Insurance Problem with Background Risk Journal of Function Spaces |
| title | The Solution of the Optimal Insurance Problem with Background Risk |
| title_full | The Solution of the Optimal Insurance Problem with Background Risk |
| title_fullStr | The Solution of the Optimal Insurance Problem with Background Risk |
| title_full_unstemmed | The Solution of the Optimal Insurance Problem with Background Risk |
| title_short | The Solution of the Optimal Insurance Problem with Background Risk |
| title_sort | solution of the optimal insurance problem with background risk |
| url | http://dx.doi.org/10.1155/2019/2759398 |
| work_keys_str_mv | AT yulianfan thesolutionoftheoptimalinsuranceproblemwithbackgroundrisk AT yulianfan solutionoftheoptimalinsuranceproblemwithbackgroundrisk |