Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142)
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scientific article; zbMATH DE number 6865947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach |
scientific article; zbMATH DE number 6865947 |
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Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (English)
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3 May 2018
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optimal investment consumption insurance
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jump-diffusion
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inflation index
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quadratic-exponential BSDE
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