Stock return uncertainty and life insurance
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Publication:782226
DOI10.1155/2020/1835146zbMath1459.91157OpenAlexW3040704239MaRDI QIDQ782226
Lihong Zhang, Yang Dong, Hao Wang
Publication date: 23 July 2020
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/1835146
Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- Robust portfolio choice with stochastic interest rates
- Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
- Optimal investment and consumption decision of a family with life insurance
- Optimal retirement consumption with a stochastic force of mortality
- Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution
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