| Title | A BACKWARDS STOCHASTIC DIFFERENTIAL EQUATION MODEL IN LIFE INSURANCE |
| Publication Type | Journal Article |
| Year of Publication | 2007 |
| Authors | ZHANG BO, XU JING, KANNAN D. |
| Journal | Dynamic Systems and Applications |
| Volume | 16 |
| Start Page | 327 |
| Pagination | 9 |
| Date Published | 2007 |
| ISSN | 1056-2176 |
| AMS Subject Classification | 34F05, 60H10 |
| Abstract | In this article we obtain the ratio of risk investment and the optimal accumulated level of single premium endowment insurance in the case of dynamic investment strategies of life insurance company by BSDEs. It gives an illustration of traditional reserve valuation, and prudential rules. |
| https://acadsol.eu/dsa/articles/16/327-336-DSA-26-16-ZhangXuKannan.pdf | |
| Refereed Designation | Refereed |