Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (Q2374126)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting |
scientific article |
Statements
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (English)
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14 December 2016
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hyperbolic discounting
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time-inconsistent optimization problem
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non-local HJB equation
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equilibrium strategies
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PDE
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