Annuitization and asset allocation under exponential utility (Q1742720)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Annuitization and asset allocation under exponential utility |
scientific article |
Statements
Annuitization and asset allocation under exponential utility (English)
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12 April 2018
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life annuities
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optimal consumption
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optimal investment
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stochastic control
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free-boundary problem
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