Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
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Publication:2306108
DOI10.1016/j.insmatheco.2020.02.006zbMath1435.91164OpenAlexW3007135855MaRDI QIDQ2306108
Zhuo Jin, Jiaqin Wei, Xiang Cheng, Hao Wang
Publication date: 20 March 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.02.006
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
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