机译:NON-EXPONENTIAL DISCOUNTING PORTFOLIO MANAGEMENT WITH HABIT FORMATION
Cent Univ Finance & Econ, Sch Insurance, Beijing 100081, Peoples R China;
Hong Kong Polytech Univ, Dept Appl Math, Hong Kong 999077, Peoples R China;
East China Normal Univ, Sch Stat, Shanghai 200241, Peoples R China;
Non-exponential discounting; Habit formation; Optimal portfolio; Optimal insurance; Extended Hamilton-Jacobi-Bellman equation;