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Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms - MaRDI portal

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
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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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