Optimal life insurance with no-borrowing constraints: duality approach and example (Q4575376)
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scientific article; zbMATH DE number 6903565
Language | Label | Description | Also known as |
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English | Optimal life insurance with no-borrowing constraints: duality approach and example |
scientific article; zbMATH DE number 6903565 |
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Optimal life insurance with no-borrowing constraints: duality approach and example (English)
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13 July 2018
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portfolio choice
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constraint
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life insurance
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martingale
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duality approach
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