Two stackelberg games in life insurance : mean-variance

<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<rdf:Description>
<dc:creator>Liang, Xiaoqing</dc:creator>
<dc:creator>Young, Virginia R.</dc:creator>
<dc:creator>International Actuarial Association</dc:creator>
<dc:date>2025-01-29</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/189390.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Seguro de vida entera</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Gestión patrimonial</dc:subject>
<dc:subject xml:lang="es">Transmisión del patrimonio</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Two stackelberg games in life insurance : mean-variance</dc:title>
<dc:relation xml:lang="es">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</dc:relation>
</rdf:Description>
</rdf:RDF>