Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478)
From MaRDI portal
scientific article; zbMATH DE number 7528937
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
18 May 2022
0 references
CRRA utility
0 references
investment strategy
0 references
life insurance strategies
0 references
mixed jump-diffusion fractional HJB SDE
0 references
numerical simulation
0 references
