Optimal mean-variance efficiency of a family with life insurance under inflation risk (Q2374108)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance efficiency of a family with life insurance under inflation risk |
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Optimal mean-variance efficiency of a family with life insurance under inflation risk (English)
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14 December 2016
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mean-variance efficiency
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surplus wealth of the family
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income-replacement insurance
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Lagrange dual method
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replication of assets
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dynamic programming
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nonlinear HJB equations
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