Life insurance decisions under recursive utility (Q5743528)

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scientific article; zbMATH DE number 7053402
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English
Life insurance decisions under recursive utility
scientific article; zbMATH DE number 7053402

    Statements

    title
    Life insurance decisions under recursive utility (English)
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    publication date
    10 May 2019
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    zbMATH Keywords
    recursive utility
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    lifetime uncertainty
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    stochastic control
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    generalized Hamilton-Jacobi-Bellman equation
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    hump-shaped consumption
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    93E20
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    91B16
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    zbMATH DE Number
    7053402
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    OpenAlex ID
    W2898708253
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