Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation
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Published:2023
Issue:3
Volume:19
Page:2226-2250
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ISSN:1547-5816
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Container-title:Journal of Industrial and Management Optimization
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language:
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Short-container-title:JIMO
Author:
Liu Jingzhen, ,Yan Shiqi,Jiang Shan,Wei Jiaqin,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management