Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity.

Autor: Gu, Ailing1 (AUTHOR), He, Xinya2 (AUTHOR), Chen, Shumin2 (AUTHOR) chenshumin1@gmail.com, Yao, Haixiang3 (AUTHOR)
Zdroj: Methodology & Computing in Applied Probability. Sep2023, Vol. 25 Issue 3, p1-19. 19p.
Databáze: Business Source Ultimate