Maximizing the utility of consumption with commutable life annuities (Q2445347)

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scientific article; zbMATH DE number 6284376
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    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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