Open AccessOptimal Investment, Consumption and Life Insurance Problem with Stochastic Environments
Author(s) -
Stanley Jere,
Elias R. Offen,
Othusitse Basmanebothe
Publication year - 2022
Publication title -
journal of mathematics research
Language(s) - English
Resource type - Journals
eISSN - 1916-9809
pISSN - 1916-9795
DOI - 10.5539/jmr.v14n4p33
Subject(s) - hamilton–jacobi–bellman equation , economics , life insurance , interest rate , stochastic volatility , consumption (sociology) , investment (military) , volatility (finance) , stochastic control , hedge , actuarial science , wage , bellman equation , econometrics , mathematics , labour economics , optimal control , monetary economics , mathematical economics , mathematical optimization , social science , ecology , sociology , politics , political science , law , biology
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