Author:
Wang Hao,Siu Tak Kuen,Hu Shujie,Wang Ning
Funder
National Natural Science Foundation of China
Reference30 articles.
1. Saving rates and portfolio choice with subsistence consumption;Achury;Review of Economic Dynamics,2012
2. Consumption–investment problem with subsistence consumption, bankruptcy, and random market coefficients;Cadenillas;Journal of Optimization Theory and Applications,1997
3. Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy;Chen;SIAM Journal on Financial Mathematics,2019
4. An overview of optimal life insurance purchase, consumption and investment problems, in dynamics, games and science i;Duarte,2011
5. Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms;Duarte;Optimization,2014