Two stackelberg games in life insurance : mean-variance

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<title>Two stackelberg games in life insurance</title>
<subTitle>: mean-variance</subTitle>
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<namePart>International Actuarial Association</namePart>
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<abstract displayLabel="Summary">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</abstract>
<note type="statement of responsibility">Xiaoqing Liang and Virginia R. Young</note>
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<topic>Matemática del seguro</topic>
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<topic>Seguro de vida entera</topic>
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<topic>Cálculo actuarial</topic>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
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<text>29/01/2025 Volume 55 Issue 1 - January 2025 , p. 178 - 203</text>
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