REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444): Difference between revisions

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Latest revision as of 16:21, 30 December 2024

scientific article; zbMATH DE number 7162004
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REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE
scientific article; zbMATH DE number 7162004

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    REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (English)
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    3 February 2020
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    bequest motive
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    optimal investment
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    term life insurance
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    ambiguity aversion
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    stochastic control
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    robust control
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    penalized probability
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