Optimal life insurance with no-borrowing constraints: duality approach and example (Q4575376): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/03461238.2015.1025822 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2049144934 / rank | |||
Normal rank |
Revision as of 18:33, 19 March 2024
scientific article; zbMATH DE number 6903565
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal life insurance with no-borrowing constraints: duality approach and example |
scientific article; zbMATH DE number 6903565 |
Statements
Optimal life insurance with no-borrowing constraints: duality approach and example (English)
0 references
13 July 2018
0 references
portfolio choice
0 references
constraint
0 references
life insurance
0 references
martingale
0 references
duality approach
0 references