Optimal investment-consumption-insurance with partial information (Q2300968)
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scientific article; zbMATH DE number 7175803
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| English | Optimal investment-consumption-insurance with partial information |
scientific article; zbMATH DE number 7175803 |
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Optimal investment-consumption-insurance with partial information (English)
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28 February 2020
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optimal investment-consumption-insurance
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HARA utility
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stochastic factor model
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partial information
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Hamilton-Jacobi-Bellman equation
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backward stochastic differential equation
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0.909605860710144
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0.8606126308441162
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0.8516230583190918
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