Optimal investment and life insurance strategies in a mixed jump-diffusion framework

Autor:	Zhaoqiang Yang
Rok vydání:	2019
Předmět:	Statistics and Probability Microeconomics 010104 statistics & probability 021103 operations research Investment strategy Life insurance Jump diffusion 0211 other engineering and technologies 02 engineering and technology 0101 mathematics Investment (macroeconomics) 01 natural sciences Mathematics
Zdroj:	Communications in Statistics - Theory and Methods. 49:4002-4029
ISSN:	1532-415X 0361-0926
DOI:	10.1080/03610926.2019.1594298
Popis:	This article investigates an optimal investment and life insurance strategies in a mixed jump-diffusion framework. The individual life insurance policyholder who has CRRA preferences. The market co...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::d0477a99b1f640ad1600fcbd90f6c642 https://doi.org/10.1080/03610926.2019.1594298 Zobrazit plný text záznamu