REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE
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Publication:5213444
DOI10.1017/asb.2019.34zbMath1431.91338OpenAlexW2993483337WikidataQ126666822 ScholiaQ126666822MaRDI QIDQ5213444
Xiaoqing Liang, Virginia R. Young
Publication date: 3 February 2020
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2019.34
robust controlstochastic controlambiguity aversionoptimal investmentterm life insurancebequest motivepenalized probability
Related Items (2)
Minimizing the probability of absolute ruin under ambiguity aversion ⋮ Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game
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