Explicit solutions of optimal consumption, investment and insurance problems with regime switching (Q2513631)
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scientific article
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| English | Explicit solutions of optimal consumption, investment and insurance problems with regime switching |
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Explicit solutions of optimal consumption, investment and insurance problems with regime switching (English)
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28 January 2015
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economic analysis
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Hamilton-Jacobi-Bellman equation
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insurance
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regime switching
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utility maximization
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0.8837218284606934
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0.8538766503334045
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0.8520025610923767
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0.8094478249549866
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0.8043472766876221
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