ASF - Biblioteca

Título/Resp.:

Optimal life insurance and annuity demand with jump diffusion and regime switching / Jinhui Zhang, Sachi Purcal, Jiaqin Wei

Autor(es):

ZHANG, JinhuiPURCAL, Sachi, co-autorWEI, Jiaqin, co-autor

IN:

Advances in econometrics operational research, data science and actuarial studies. - Contributions to Economics. - Cham, Springer, 2022. - ISBN 978-3-030-85253-5. - XXXIV, 591 [1] p. . - p. 515-530

Assunto(s):

ACTUARIADOPROCESSO ESTOCÁSTICOSEGURO DE VIDAEquação de Hamilton-Jacobi-BellmanModelo de RichardModelo de Merton

Analíticos  
COTASIGLALOCALIZAÇÃOCÓDIGO BARRASESTADO
A-5.2/03670010Biblioteca300100031147Livre