Journal of Mathematical Finance

Vol.3 No.2(2013), Paper ID 31827, 16 pages

DOI:10.4236/jmf.2013.32029

 

An Optimal Life Insurance Policy in the Continuous-Time Investment-Consumption Problem

 

Hideki Iwaki, Yusuke Osaki

 

Faculty of Business Administration, Kyoto Sangyo University, Kyoto, Japan
Faculty of Economics, Osaka Sangyo University, Osaka, Japan

 

Copyright © 2013 Hideki Iwaki, Yusuke Osaki et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


H. Iwaki and Y. Osaki, "An Optimal Life Insurance Policy in the Continuous-Time Investment-Consumption Problem," Journal of Mathematical Finance, Vol. 3 No. 2, 2013, pp. 291-306. doi: 10.4236/jmf.2013.32029.

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