Optimal investment, consumption and life insurance under stochastic framework (Q5063650)
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scientific article; zbMATH DE number 7494373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment, consumption and life insurance under stochastic framework |
scientific article; zbMATH DE number 7494373 |
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Optimal investment, consumption and life insurance under stochastic framework (English)
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21 March 2022
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portfolio management
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life insurance
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Vasicek model
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generalized Heston stochastic volatility model
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Black-Scholes model
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HJB equations
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