Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142)
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scientific article; zbMATH DE number 6865947
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| English | Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach |
scientific article; zbMATH DE number 6865947 |
Statements
Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (English)
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3 May 2018
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optimal investment consumption insurance
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jump-diffusion
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inflation index
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quadratic-exponential BSDE
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0.8134462833404541
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0.8086467981338501
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0.8057864308357239
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0.8023287653923035
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0.7928988337516785
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