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

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Maximizing the utility of consumption with commutable life annuities
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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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