Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy
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Publication:6198508
DOI10.1080/02331934.2022.2107925MaRDI QIDQ6198508
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Publication date: 23 February 2024
Published in: Optimization (Search for Journal in Brave)
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Actuarial mathematics (91G05)
Cites Work
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