Optimal mean-variance efficiency of a family with life insurance under inflation risk (Q2374108)

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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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