Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms (Q2926486)
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scientific article; zbMATH DE number 6361526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms |
scientific article; zbMATH DE number 6361526 |
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Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms (English)
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24 October 2014
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stochastic optimal control
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consumption-investment problems
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life insurance
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