Annuitization and asset allocation under exponential utility (Q1742720): Difference between revisions

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+Q115571845
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+Life Insurance Purchasing to Maximize Utility of Household Consumption
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+Equilibrium in securities markets with heterogeneous investors and unspanned income risk
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+A simplified treatment of the theory of optimal regulation of Brownian motion
+Normal rank
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+Super contact and related optimality conditions
@@ Property / cites work: Super contact and related optimality conditions / rank @@
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+Q3714851
@@ Property / cites work: Q3714851 / rank @@
+Normal rank
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+Optimum consumption and portfolio rules in a continuous-time model
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+ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
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+Annuitization and asset allocation
@@ Property / cites work: Annuitization and asset allocation / rank @@
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@@ Property / cites work @@
+Maximizing the utility of consumption with commutable life annuities
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+Dynamic Portfolio Choice with Stochastic Wage and Life Insurance
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