Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
scientific article

    Statements

    Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (English)
    0 references
    0 references
    3 February 2023
    0 references
    optimal consumption
    0 references
    life insurance
    0 references
    shortfall aversion
    0 references
    consumption drawdown constraint
    0 references
    piecewise feedback control
    0 references
    0 references

    Identifiers