Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity
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Publication:6117107
DOI10.1007/s11009-023-10051-0zbMath1517.91201OpenAlexW4385623563MaRDI QIDQ6117107
Ailing Gu, Xinya He, Shu-Min Chen, Haixiang Yao
Publication date: 16 August 2023
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-023-10051-0
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