Jinchun Ye. Optimal life insurance, consumption and portfolio: A dynamic programming approach. In American Control Conference, ACC 2008, Seattle, WA, USA, 11-13 June 2008. pages 356-362, IEEE, 2008. [doi]
@inproceedings{Ye08-8, title = {Optimal life insurance, consumption and portfolio: A dynamic programming approach}, author = {Jinchun Ye}, year = {2008}, doi = {10.1109/ACC.2008.4586516}, url = {https://doi.org/10.1109/ACC.2008.4586516}, researchr = {https://researchr.org/publication/Ye08-8}, cites = {0}, citedby = {0}, pages = {356-362}, booktitle = {American Control Conference, ACC 2008, Seattle, WA, USA, 11-13 June 2008}, publisher = {IEEE}, }