Optimal consumption and portfolio choice for pooled annuity funds (Q938034)
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scientific article; zbMATH DE number 5312897
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| English | Optimal consumption and portfolio choice for pooled annuity funds |
scientific article; zbMATH DE number 5312897 |
Statements
Optimal consumption and portfolio choice for pooled annuity funds (English)
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18 August 2008
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dynamic consumption and portfolio choice
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mortality risk
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pooling
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insurance
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jump risk
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HJB
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finite differences
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0.8464503288269043
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0.8291329741477966
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0.8231298923492432
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0.802271842956543
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0.7895944714546204
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