Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting
Yike Wang, Jingzhen Liu, Tak Kuen Siu
| Year of publication: |
2024
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|---|---|
| Authors: | Wang, Yike ; Liu, Jingzhen ; Siu, Tak Kuen |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 28.2024, 1, p. 161-214
|
| Subject: | Habit formation | Investment-consumption-insurance management | Non-exponential discounting | Open-loop Nash equilibrium control | Stochastic maximum principle |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-023-00510-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014447662