Consumption, investment and life insurance strategies with heterogeneous discounting

DOI10.1016/j.insmatheco.2013.10.008zbMath1291.91140OpenAlexW3124181964MaRDI QIDQ2015474

Oriol Roch, Jesús Marín-Solano, Albert de-Paz, Jorge A. Navas

Publication date: 23 June 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/33979

zbMATH Keywords

life insurancetime-consistencyconsumption and portfolio rulesheterogeneous discounting

Mathematics Subject Classification ID

Dynamic programming (90C39)

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