Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment (Q2010908)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment |
scientific article; zbMATH DE number 7138037
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment |
scientific article; zbMATH DE number 7138037 |
Statements
Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment (English)
0 references
28 November 2019
0 references
stochastic utilities
0 references
subsistence and satiation levels
0 references
balance equation
0 references
martingale method
0 references
backward stochastic differential equations
0 references
replicating life insurance purchase and portfolio strategies
0 references
0 references
0 references
0.9328521
0 references
0.9255444
0 references
0.92172563
0 references
0.9141407
0 references
0.91361296
0 references
0.9070755
0 references
