Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478): Difference between revisions

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Latest revision as of 13:55, 31 July 2024

scientific article; zbMATH DE number 7528937
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English
Optimal investment and life insurance strategies in a mixed jump-diffusion framework
scientific article; zbMATH DE number 7528937

    Statements

    Optimal investment and life insurance strategies in a mixed jump-diffusion framework (English)
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    18 May 2022
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    CRRA utility
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    investment strategy
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    life insurance strategies
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    mixed jump-diffusion fractional HJB SDE
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    numerical simulation
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