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Optimal insurance demand under marked point processes shocks
Nizar Touzi
Finance and Risk Engineering
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Mathematics
Stochastics
100%
Control Problems
100%
Marked Point Process
100%
Concludes
50%
Existence Result
50%
Dual Problem
50%
Utility Function
50%
Keyphrases
Power Utility Function
33%
Maximizing Expected Utility
33%
Wealth Process
33%