Lifetime ruin under ambiguous hazard rate (Q2520439)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lifetime ruin under ambiguous hazard rate |
scientific article |
Statements
Lifetime ruin under ambiguous hazard rate (English)
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13 December 2016
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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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