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scientific article; zbMATH DE number 7338444 - MaRDI portal

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zbMath1474.91089MaRDI QIDQ4983877

Liyuan Lin, Jingzhen Liu, Hui Meng

Publication date: 26 April 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal strategy utility function life insurance dynamic control habit formation

Mathematics Subject Classification ID

Utility theory (91B16) Consumer behavior, demand theory (91B42) Portfolio theory (91G10) Actuarial mathematics (91G05)

Related Items (3)

Non-exponential discounting portfolio management with habit formation ⋮ Unnamed Item ⋮ Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation

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