Pricing a contract of linking home reversion plan and long-term care insurance via the principle of equivalent utility

Yugu Xiao ()

Quality & Quantity: International Journal of Methodology, 2011, vol. 45, issue 2, 465-475

Keywords: Home reversion plans; Long-term care insurance; Indifference price; Hamilton-Jacobi-Bellman equation; Expected utility (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11135-009-9308-x

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