Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (Q3395772)
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scientific article; zbMATH DE number 5603465
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach |
scientific article; zbMATH DE number 5603465 |
Statements
Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (English)
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13 September 2009
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personal finance
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multi-state model
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stochastic control
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financial decision making
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mortality-disability-unemployment risk
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0.92071843
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0.9140637
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0.89906055
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0.8980924
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0.8959498
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0.89557236
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0.89333254
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