Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation (Q2097503)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation |
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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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