Optimal annuitization and asset allocation under linear habit formation (Q6152714)

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scientific article; zbMATH DE number 7804025
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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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