Purchasing casualty insurance to avoid lifetime ruin (Q1681093)
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scientific article; zbMATH DE number 6811603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Purchasing casualty insurance to avoid lifetime ruin |
scientific article; zbMATH DE number 6811603 |
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Purchasing casualty insurance to avoid lifetime ruin (English)
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23 November 2017
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compound Poisson process
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casualty loss
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consumption
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optimal investment
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stochastic control
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0.7960631
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0.7744061
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0.7744061
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0.7687174
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0.76809466
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0.7645569
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