Robust retirement and life insurance with inflation risk and model ambiguity
From MaRDI portal
Publication:2700072
DOI10.1016/j.insmatheco.2023.01.003MaRDI QIDQ2700072
Hoi Ying Wong, Kyunghyun Park, Tingjin Yan
Publication date: 20 April 2023
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2023.01.003
robust optimization; life insurance; retirement; consumption-investment; inflation and stock ambiguity; optimal \(G\)-stopping time