Optimal annuitization and asset allocation under linear habit formation (Q6152714)
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scientific article; zbMATH DE number 7804025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal annuitization and asset allocation under linear habit formation |
scientific article; zbMATH DE number 7804025 |
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Optimal annuitization and asset allocation under linear habit formation (English)
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13 February 2024
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linear habit formation
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stopping-control problem
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annuitization
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dual methods
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variational inequalities
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