Optimal consumption, investment, and insurance under state-dependent risk aversion (Q6163456): Difference between revisions
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scientific article; zbMATH DE number 7702193
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption, investment, and insurance under state-dependent risk aversion |
scientific article; zbMATH DE number 7702193 |
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Optimal consumption, investment, and insurance under state-dependent risk aversion (English)
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26 June 2023
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multistate models
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the disability model
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state-dependent utility
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Hamilton-Jacobi-Bellman equation
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