Explicit solutions of optimal consumption, investment and insurance problems with regime switching
Year of publication: |
2014
|
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Authors: | Zou, Bin ; Cadenillas, Abel |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 58.2014, p. 159-167
|
Subject: | Economic analysis | Hamilton-Jacobi-Bellman equation | Insurance | Regime switching | Utility maximization | Nachfragetheorie des Haushalts | Consumer demand theory | Nutzenmaximierung | Versicherung |
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