Optimal investment and life insurance strategies under minimum and maximum constraints
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Publication:938028
DOI10.1016/j.insmatheco.2007.09.007zbMath1140.91425OpenAlexW1969891519MaRDI QIDQ938028
Peter Holm Nielsen, Mogens Steffensen
Publication date: 18 August 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.09.007
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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