Optimal investment-consumption and life insurance with capital constraints (Q5085601)
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scientific article; zbMATH DE number 7549055
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| English | Optimal investment-consumption and life insurance with capital constraints |
scientific article; zbMATH DE number 7549055 |
Statements
Optimal investment-consumption and life insurance with capital constraints (English)
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27 June 2022
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incomplete market
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jump-diffusion
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martingale method
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optimal investment-consumption-insurance
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option based portfolio insurance
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