Lifetime ruin under ambiguous hazard rate (Q2520439)

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Lifetime ruin under ambiguous hazard rate
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    title
    Lifetime ruin under ambiguous hazard rate (English)
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    author
    Virginia R. Young
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    Yuchong Zhang
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    publication date
    13 December 2016
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    Mathematics Subject Classification ID
    91G10
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    49L20
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    60H30
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    91B30
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    zbMATH DE Number
    6662953
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    zbMATH Keywords
    probability of lifetime ruin
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    ambiguity aversion
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    hazard rate uncertainty
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    optimal control
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    stochastic control
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    OpenAlex ID
    W2464178606
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