OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM (Q5291317): Difference between revisions
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| Property / cites work: Optimal asset allocation in life annuities: a note. / rank | |||
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| Property / cites work: Utility Maximization with Discretionary Stopping / rank | |||
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| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
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| Property / cites work: Optimal Stopping of One-Dimensional Diffusions / rank | |||
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Latest revision as of 12:50, 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 |
Statements
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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