Optimal consumption and portfolio choice for pooled annuity funds (Q938034)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio choice for pooled annuity funds |
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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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