diff --git a/HARK/ConsumptionSaving/ConsBequestModel.py b/HARK/ConsumptionSaving/ConsBequestModel.py
index 4a265341a..f0bbeb801 100644
--- a/HARK/ConsumptionSaving/ConsBequestModel.py
+++ b/HARK/ConsumptionSaving/ConsBequestModel.py
@@ -273,12 +273,8 @@ def make_warmglow_portfolio_solution_terminal(
 
 class BequestWarmGlowConsumerType(IndShockConsumerType):
     r"""
-    A consumer type with idiosyncratic shocks to permanent and transitory income.
-    Their problem is defined by a sequence of income distributions, survival probabilities
-    (:math:`1-\mathsf{D}`), and permanent income growth rates (:math:`\Gamma`), as well
-    as time invariant values for risk aversion (:math:`\rho`), discount factor (:math:`\beta`),
-    the interest rate (:math:`\mathsf{R}`), the grid of end-of-period assets, and an artificial
-    borrowing constraint (:math:`\underline{a}`).
+    A consumer type with based on IndShockConsumerType, with an additional bequest motive.
+    They gain utility for any wealth they leave when they die, according to a Stone-Geary utility.
 
     .. math::
         \newcommand{\CRRA}{\rho}
@@ -295,7 +291,7 @@ class BequestWarmGlowConsumerType(IndShockConsumerType):
         (\psi_{t+1},\theta_{t+1}) &\sim F_{t+1}, \\
         \mathbb{E}[\psi]=\mathbb{E}[\theta] &= 1, \\
         u(c) &= \frac{c^{1-\CRRA}}{1-\CRRA} \\
-        u_{Beq} (a) = \textbf{BeqFac} \frac{(a+\textbf{BeqShift})^{1-\CRRA_{Beq}}}{1-\CRRA_{Beq}}
+        u_{Beq} (a) &= \textbf{BeqFac} \frac{(a+\textbf{BeqShift})^{1-\CRRA_{Beq}}}{1-\CRRA_{Beq}} \\
         \end{align*}
 
 
@@ -1277,7 +1273,7 @@ def calc_EndOfPrd_v(S, a, z):
 
 class BequestWarmGlowPortfolioType(PortfolioConsumerType):
     r"""
-    A consumer type with based on IndShockConsumerType, with an additional bequest motive.
+    A consumer type with based on PortfolioConsumerType, with an additional bequest motive.
     They gain utility for any wealth they leave when they die, according to a Stone-Geary utility.
 
     .. math::
@@ -1300,7 +1296,7 @@ class BequestWarmGlowPortfolioType(PortfolioConsumerType):
         (\psi_{t+1},\theta_{t+1},\phi_{t+1},p_t) &\sim F_{t+1}, \\
         \mathbb{E}[\psi]=\mathbb{E}[\theta] &= 1. \\
         u(c) &= \frac{c^{1-\CRRA}}{1-\CRRA} \\
-        u_{Beq} (a) = \textbf{BeqFac} \frac{(a+\textbf{BeqShift})^{1-\CRRA_{Beq}}}{1-\CRRA_{Beq}}
+        u_{Beq} (a) &= \textbf{BeqFac} \frac{(a+\textbf{BeqShift})^{1-\CRRA_{Beq}}}{1-\CRRA_{Beq}} \\
         \end{align*}
 
 
diff --git a/HARK/ConsumptionSaving/ConsIndShockModel.py b/HARK/ConsumptionSaving/ConsIndShockModel.py
index f3146c4c1..098c51ed5 100644
--- a/HARK/ConsumptionSaving/ConsIndShockModel.py
+++ b/HARK/ConsumptionSaving/ConsIndShockModel.py
@@ -2798,7 +2798,7 @@ class KinkedRconsumerType(IndShockConsumerType):
         \end{cases}\\
         \Rfree_{boro} &> \Rfree_{save}, \\
         (\psi_{t+1},\theta_{t+1}) &\sim F_{t+1}, \\
-        \mathbb{E}[\psi]=\mathbb{E}[\theta] &= 1.
+        \mathbb{E}[\psi]=\mathbb{E}[\theta] &= 1.\\
         u(c) &= \frac{c^{1-\CRRA}}{1-\CRRA} \\
         \end{align*}