Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760)
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scientific article; zbMATH DE number 6900933
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal consumption, investment and life insurance with surrender option guarantee |
scientific article; zbMATH DE number 6900933 |
Statements
Optimal consumption, investment and life insurance with surrender option guarantee (English)
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10 July 2018
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stochastic control
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martingale method
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life insurance
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rate guarantee
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option-based portfolio insurance
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CRRA utility
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0.7946544289588928
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0.7857473492622375
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0.7845264077186584
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0.7809701561927795
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