Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (Q6117107)
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scientific article; zbMATH DE number 7727793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity |
scientific article; zbMATH DE number 7727793 |
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Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (English)
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16 August 2023
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mispricing
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model ambiguity
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optimal investment strategy
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life insurance
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dynamic programming approach
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