Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519)
From MaRDI portal
scientific article; zbMATH DE number 7782841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting |
scientific article; zbMATH DE number 7782841 |
Statements
Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (English)
0 references
2 January 2024
0 references
investment-consumption-insurance management
0 references
habit formation
0 references
non-exponential discounting
0 references
stochastic maximum principle
0 references
open-loop Nash equilibrium control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
