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