Optimal investment-consumption-insurance with random parameters (Q4576957)
From MaRDI portal
scientific article; zbMATH DE number 6901743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-consumption-insurance with random parameters |
scientific article; zbMATH DE number 6901743 |
Statements
Optimal investment-consumption-insurance with random parameters (English)
0 references
11 July 2018
0 references
investment-consumption-insurance
0 references
random parameters
0 references
HJB equation
0 references
backward stochastic differential equation
0 references
stochastic Lipschitz condition
0 references
0 references
0 references
