Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment (Q2010908)
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scientific article; zbMATH DE number 7138037
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| English | Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment |
scientific article; zbMATH DE number 7138037 |
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Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment (English)
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28 November 2019
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stochastic utilities
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subsistence and satiation levels
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balance equation
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martingale method
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backward stochastic differential equations
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replicating life insurance purchase and portfolio strategies
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0.9328521
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0.9255444
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0.92172563
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0.9210277
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0.9141407
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0.91361296
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0.9089246
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0.9070755
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