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- W2356398580 abstract "Different from previous studies of optimal consumption and investment problems, this paper treats problem of individual investor's optimal financial choices - how to determine optimal consumption and portfolio selection and life insurance needs. Supposing the event of individual's death at event instant of time is an independent Possion process with parameter, we build a stochastic mathematical model. Applying dynamic programming principle and stochastic analytic, we solve the corresponding optimal control problem, optimal strategies are obtained via Hamilton Jacobi Bellman(HJB) equation. For the specific CRRA(Constant Relative Rise Aversion) utility case, we get the optimal strategies in a feedback form explicitly." @default.
- W2356398580 created "2016-06-24" @default.
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- W2356398580 date "2003-01-01" @default.
- W2356398580 modified "2023-09-28" @default.
- W2356398580 title "A Study on Optimal Financial Choices Considering Life Insurance" @default.
- W2356398580 hasPublicationYear "2003" @default.
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