Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation (Q2097503)
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scientific article; zbMATH DE number 7616052
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| English | Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation |
scientific article; zbMATH DE number 7616052 |
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Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation (English)
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14 November 2022
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stochastic differential utility
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habit formation
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lifetime uncertainty
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utility from bequests
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dynamic programming
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0.889315128326416
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0.8112602233886719
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0.8111523985862732
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0.8019391298294067
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0.794707179069519
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