Optimal Consumption and Life Insurance under Shortfall Aversion and a Drawdown Constraint

Xun Li, Xiang Yu, Qinyi Zhang

Research output: Journal article publicationJournal articleAcademic researchpeer-review

2 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Optimal Consumption and Life Insurance under Shortfall Aversion and a Drawdown Constraint'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Economics, Econometrics and Finance