OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM (Q5291317): Difference between revisions

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Latest revision as of 13:50, 24 June 2024

scientific article; zbMATH DE number 5022366
Language Label Description Also known as
English
OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM
scientific article; zbMATH DE number 5022366

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    OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM (English)
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    10 May 2006
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    stochastic control
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    optimal stopping
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    annuities
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    asset allocation
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