Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448)
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scientific article; zbMATH DE number 7649583
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and life insurance under shortfall aversion and a drawdown constraint |
scientific article; zbMATH DE number 7649583 |
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Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (English)
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3 February 2023
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optimal consumption
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life insurance
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shortfall aversion
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consumption drawdown constraint
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piecewise feedback control
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