OPTIMAL CONSUMPTION/INVESTMENT AND LIFE INSURANCE WITH REGIME-SWITCHING FINANCIAL MARKET PARAMETERS (Q3467084)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL CONSUMPTION/INVESTMENT AND LIFE INSURANCE WITH REGIME-SWITCHING FINANCIAL MARKET PARAMETERS |
scientific article |
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OPTIMAL CONSUMPTION/INVESTMENT AND LIFE INSURANCE WITH REGIME-SWITCHING FINANCIAL MARKET PARAMETERS (English)
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26 January 2016
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optimal consumption/investment
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life insurance
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regime switching
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Markov chain approximation
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parallel computing
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