Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks (Q1681187)
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scientific article; zbMATH DE number 6811671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks |
scientific article; zbMATH DE number 6811671 |
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Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks (English)
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23 November 2017
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life insurance
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stochastic differential utility
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interest rate risk
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inflation
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elasticity of intertemporal substitution
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risk aversion
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