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Two stackelberg games in life insurance : mean-variance

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100  ‎$0‎MAPA20190015189‎$a‎Liang, Xiaoqing
24510‎$a‎Two stackelberg games in life insurance‎$b‎: mean-variance‎$c‎Xiaoqing Liang and Virginia R. Young
520  ‎$a‎The 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
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 4‎$0‎MAPA20080603847‎$a‎Seguro de vida entera
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080591274‎$a‎Gestión patrimonial
650 4‎$0‎MAPA20080620691‎$a‎Transmisión del patrimonio
700  ‎$0‎MAPA20100039786‎$a‎Young, Virginia R.
7102 ‎$0‎MAPA20100017661‎$a‎International Actuarial Association
7730 ‎$w‎MAP20077000420‎$g‎29/01/2025 Volume 55 Issue 1 - January 2025 , p. 178 - 203‎$x‎0515-0361‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association