Life insurance decisions under recursive utility (Q5743528)
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scientific article; zbMATH DE number 7053402
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Life insurance decisions under recursive utility |
scientific article; zbMATH DE number 7053402 |
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Life insurance decisions under recursive utility (English)
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10 May 2019
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recursive utility
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lifetime uncertainty
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stochastic control
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generalized Hamilton-Jacobi-Bellman equation
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hump-shaped consumption
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