Maximizing the utility of consumption with commutable life annuities (Q2445347)
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scientific article; zbMATH DE number 6284376
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| English | Maximizing the utility of consumption with commutable life annuities |
scientific article; zbMATH DE number 6284376 |
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Maximizing the utility of consumption with commutable life annuities (English)
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14 April 2014
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commutable annuities
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utility maximization
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retirement
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optimal investment
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optimal consumption
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stochastic control
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impulse control
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singular control
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free-boundary problem
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0.8731308579444885
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0.7993842363357544
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0.7941275835037231
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0.787015974521637
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0.7627432346343994
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