scientific article; zbMATH DE number 7694532

zbMath1524.91091MaRDI QIDQ6155225

Yongxia Zhao, Yuan Shi

Publication date: 12 June 2023

Full work available at URL: http://121.43.60.238/sxwlxbA/EN/abstract/abstract16711.shtml

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zbMATH Keywords

default riskintergenerational risk sharingtarget benefit plan\(\alpha\)-robustreturn of premiums

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10) Actuarial mathematics (91G05) Hamilton-Jacobi equations in optimal control and differential games (49L12)

Cites Work

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