Existence of optimal consumption strategies in markets with longevity risk (Q506076)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of optimal consumption strategies in markets with longevity risk |
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Existence of optimal consumption strategies in markets with longevity risk (English)
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31 January 2017
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optimal consumption
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portfolio selection
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longevity risk
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CIR process
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Laplace transform
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