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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.12.004 / rank
 
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Property / cites work: Markov Chain Models in Life Insurance / rank
 
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Property / cites work: Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach / rank
 
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Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
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Latest revision as of 09:18, 4 July 2024

scientific article
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English
Household consumption, investment and life insurance
scientific article

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    Household consumption, investment and life insurance (English)
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    1 August 2011
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    personal finance
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    household finance
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    multi-state model
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    stochastic control
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    power utility
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