REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444)
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scientific article; zbMATH DE number 7162004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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