Robust retirement and life insurance with inflation risk and model ambiguity
Year of publication: |
2023
|
---|---|
Authors: | Park, Kyunghyun ; Wong, Hoi Ying ; Yan, Tingjin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 110.2023, p. 1-30
|
Subject: | Consumption–investment | Inflation and stock ambiguity | Life insurance | Optimal -stopping time | Retirement | Robust optimization | Lebensversicherung | Inflation | Theorie | Theory | Altersgrenze | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics |
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