Section: Articles Title: Two stackelberg games in life insurance : mean-variance / Xiaoqing Liang and Virginia R. YoungAuthor: Liang, Xiaoqing Notes: Sumario: The authors study two continuous-time Stackelberg games between a life insurance buyer and seller over a random time horizon. The buyer invests in a risky asset and purchases life insurance, and she maximizes a mean-variance criterion applied to her wealth at death. The seller chooses the insurance premium rate to maximize its expected wealth at the buyer's random time of deathRelated records: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 29/01/2025 Volume 55 Issue 1 - January 2025 , p. 178 - 203Materia / lugar / evento: Matemática del seguro Seguro de vida entera Cálculo actuarial Gestión patrimonial Transmisión del patrimonio Otros autores: Young, Virginia R. International Actuarial Association Other categories: 6 Rights: In Copyright (InC)
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