Explicit solutions of optimal consumption, investment and insurance problems with regime switching (Q2513631): Difference between revisions
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Revision as of 07:08, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions of optimal consumption, investment and insurance problems with regime switching |
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Explicit solutions of optimal consumption, investment and insurance problems with regime switching (English)
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28 January 2015
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economic analysis
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Hamilton-Jacobi-Bellman equation
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insurance
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regime switching
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utility maximization
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