Liang, Xiaoqing Two stackelberg games in life insurance : mean-variance / Xiaoqing Liang and Virginia R. Young 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 death 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 - 203 1. Matemática del seguro . 2. Seguro de vida entera . 3. Cálculo actuarial . 4. Gestión patrimonial . 5. Transmisión del patrimonio . I. Young, Virginia R. . II. International Actuarial Association . III. Title.
Centro de Documentación y Conocimiento
Centro de Documentación y Conocimiento