Existence of optimal consumption strategies in markets with longevity risk (Q506076)
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scientific article; zbMATH DE number 6679039
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| English | Existence of optimal consumption strategies in markets with longevity risk |
scientific article; zbMATH DE number 6679039 |
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Existence of optimal consumption strategies in markets with longevity risk (English)
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31 January 2017
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optimal consumption
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portfolio selection
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longevity risk
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CIR process
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Laplace transform
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0.8910515
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0.88904583
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0.8832874
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0.88079333
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0.87649393
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0.8763988
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0.8757794
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0.87562597
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0.87561756
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