Purchasing casualty insurance to avoid lifetime ruin
type: Item
instance of: scholarly article
title: Purchasing casualty insurance to avoid lifetime ruin
zbMATH Open document ID: 1397.91296
author: Virginia R. Young
published in: Insurance Mathematics \& Economics
publication date: 2017-11-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6811603
zbMATH Keywords: compound Poisson process
zbMATH Keywords: casualty loss
zbMATH Keywords: consumption
zbMATH Keywords: optimal investment
zbMATH Keywords: stochastic control
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2017.09.005
OpenAlex ID: W2759075585
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DOI: 10.1016/J.INSMATHECO.2017.09.005
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description: scientific article; zbMATH DE number 6811603