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Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity - MaRDI portal

Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (Q6117107)

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scientific article; zbMATH DE number 7727793
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English
Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity
scientific article; zbMATH DE number 7727793

    Statements

    title
    Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (English)
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    author
    Ailing Gu
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    Xinya He
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    Shu-Min Chen
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    Haixiang Yao
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    publication date
    16 August 2023
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    zbMATH Keywords
    mispricing
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    model ambiguity
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    optimal investment strategy
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    life insurance
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    dynamic programming approach
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    91G10
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    90C39
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    91G05
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    zbMATH DE Number
    7727793
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    OpenAlex ID
    W4385623563
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