Optimal portfolio selection with life insurance under subjective survival belief and habit formation
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Publication:2691266
DOI10.3934/jimo.2022051OpenAlexW4225931053MaRDI QIDQ2691266
Xingyi Li, Ailing Shi, Zhong-Fei Li
Publication date: 29 March 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022051
Management decision making, including multiple objectives (90B50) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10)
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