Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach
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Cited by:
- Calisto Guambe & Rodwell Kufakunesu & Gusti Van Zyl & Conrad Beyers, 2018. "Optimal asset allocation for a DC plan with partial information under inflation and mortality risks," Papers 1808.06337, arXiv.org, revised Aug 2018.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-IAS-2017-12-03 (Insurance Economics)
- NEP-MAC-2017-12-03 (Macroeconomics)
- NEP-UPT-2017-12-03 (Utility Models and Prospect Theory)
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