Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms (Q2926486)
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scientific article; zbMATH DE number 6361526
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| English | Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms |
scientific article; zbMATH DE number 6361526 |
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Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms (English)
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24 October 2014
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stochastic optimal control
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consumption-investment problems
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life insurance
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0.9481733441352844
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0.9103869795799256
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0.8467249274253845
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0.839547336101532
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0.8359691500663757
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