Optimal life insurance purchase and consumption/investment under mean-reverting returns (Q5018038)
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scientific article; zbMATH DE number 7449349
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal life insurance purchase and consumption/investment under mean-reverting returns |
scientific article; zbMATH DE number 7449349 |
Statements
Optimal life insurance purchase and consumption/investment under mean-reverting returns (English)
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17 December 2021
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life insurance
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mean-reverting process
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martingale method
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0.9172667860984802
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0.8718327879905701
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0.8670648336410522
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0.8467249274253845
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0.8436917066574097
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