Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences (Q5163685)
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scientific article; zbMATH DE number 7420714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences |
scientific article; zbMATH DE number 7420714 |
Statements
Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences (English)
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5 November 2021
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consumption-investment problem
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healthcare
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mortality
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Gompertz law
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Epstein-Zin utilities
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random horizons
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backward stochastic differential equations
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