An optimal life insurance policy in the continuous-time investment-consumption problem
Hideki Iwaki; Yusuke Osaki
| Year of publication: |
2013
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|---|---|
| Authors: | Iwaki, Hideki ; Osaki, Yusuke |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 2, p. 291-306
|
| Subject: | Life Insurance | Investment/Consumption Model | Martingale | Convex Duality | Lebensversicherung | Life insurance | Theorie | Theory | Martingal |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010239565