Optimal investment-consumption-insurance with partial information (Q2300968)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal investment-consumption-insurance with partial information |
scientific article |
Statements
Optimal investment-consumption-insurance with partial information (English)
0 references
28 February 2020
0 references
optimal investment-consumption-insurance
0 references
HARA utility
0 references
stochastic factor model
0 references
partial information
0 references
Hamilton-Jacobi-Bellman equation
0 references
backward stochastic differential equation
0 references
0 references
0 references
0 references