Purchasing casualty insurance to avoid lifetime ruin
Year of publication: |
November 2017
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Authors: | Young, Virginia R. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 77.2017, p. 133-142
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Subject: | Compound Poisson process | Casualty loss | Consumption | Optimal investment | Stochastic control | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics |
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