Lifetime ruin under ambiguous hazard rate
Year of publication: |
September 2016
|
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Authors: | Young, Virginia R. ; Zhang, Yuchong |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 70.2016, p. 125-134
|
Subject: | Probability of lifetime ruin | Ambiguity aversion | Hazard rate uncertainty | Optimal control | Stochastic control | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Kontrolltheorie | Control theory | Wahrscheinlichkeitsrechnung | Probability theory |
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