• 1 Introduction
  • 2 General Incomplete markets
  • 2.1 The structure of market incompleteness
  • 2.2 The budget set
  • 2.3 Utility maximization problem
  • 3 Separating consumption at time zero
  • 3.1 Notations and definitions
  • 3.2 Construction of optimal consumption streams
  • 4 The derivatives of the consumption at timezero
  • 5 Utility indifference pricing
  • 5.1 The optimal consumption stream without a randomendowment
  • 5.2 The derivatives of the indifference price with respect to claims
  • 5.3 Homogeneity of the indifference price and the derivatives with respect to capital
  • 6 The behavior of the premium for large claimsto capital ratio
  • 7 Non perturbative bounds for the indifference price
  • 8 Small claims / capital ratio
  • References