Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality (Q1994577): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jedc.2014.04.008 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JEDC.2014.04.008 / rank | |||
Normal rank | |||
Latest revision as of 17:10, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality |
scientific article |
Statements
Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality (English)
0 references
1 November 2018
0 references
annuity puzzle
0 references
hitting time
0 references
Wiener-Hopf factorization
0 references
expected present value
0 references
0 references
