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scientific article; zbMATH DE number 7109391 - MaRDI portal

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Publication:5197294

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DOI10.15960/J.CNKI.ISSN.1007-6093.2018.04.003zbMath1438.91109MaRDI QIDQ5197294

Xiao-Jun Li, Wen-jing Guo

Publication date: 20 September 2019

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

zbMATH Keywords

Legendre transform utility function Vasicek model insurance purchase optimal investment-consumption

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Consumer behavior, demand theory (91B42) Portfolio theory (91G10) Actuarial mathematics (91G05)

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