Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (Q3395772)

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scientific article; zbMATH DE number 5603465
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    Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach
    scientific article; zbMATH DE number 5603465

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      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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