Optimal life insurance with no-borrowing constraints: duality approach and example (Q4575376)

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scientific article; zbMATH DE number 6903565
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    Optimal life insurance with no-borrowing constraints: duality approach and example
    scientific article; zbMATH DE number 6903565

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      Optimal life insurance with no-borrowing constraints: duality approach and example (English)
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      13 July 2018
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      portfolio choice
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      constraint
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      life insurance
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      martingale
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      duality approach
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