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Optimal consumption and life insurance under shortfall aversion and a drawdown constraint - MaRDI portal

Optimal consumption and life insurance under shortfall aversion and a drawdown constraint

From MaRDI portal
Publication:6401336

DOI10.1016/J.INSMATHECO.2022.11.001zbMath1507.91188arXiv2206.03116MaRDI QIDQ6401336

Qinyi Zhang, Xiang Yu, Xun Li

Publication date: 7 June 2022




Mathematics Subject Classification ID

Actuarial mathematics (91G05)








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