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Optimal life insurance and annuity demand with jump diffusion and regime switching (Q6637766)

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scientific article; zbMATH DE number 7943739
Language Label Description Also known as
English
Optimal life insurance and annuity demand with jump diffusion and regime switching
scientific article; zbMATH DE number 7943739

    Statements

    title
    Optimal life insurance and annuity demand with jump diffusion and regime switching (English)
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    author
    Jinhui Zhang
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    Sachi Purcal
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    Jiaqin Wei
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    publication date
    13 November 2024
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    zbMATH Keywords
    stochastic optimal control
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    Richard's model
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    optimal investment
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    jumps
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    regime switching
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    Identifiers

    Mathematics Subject Classification ID
    91G05
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    93E20
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    60J74
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    zbMATH DE Number
    7943739
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