Life insurance decisions under recursive utility (Q5743528)
From MaRDI portal
scientific article; zbMATH DE number 7053402
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Life insurance decisions under recursive utility |
scientific article; zbMATH DE number 7053402 |
Statements
Life insurance decisions under recursive utility (English)
0 references
10 May 2019
0 references
recursive utility
0 references
lifetime uncertainty
0 references
stochastic control
0 references
generalized Hamilton-Jacobi-Bellman equation
0 references
hump-shaped consumption
0 references
