A distinction between continuous-time and discrete-time models of uncertain lifetime

DOI10.1016/0165-1765(94)00559-KzbMath0875.90069OpenAlexW1999901497MaRDI QIDQ1352157

Siu Fai Leung

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00559-k

zbMATH Keywords

discrete-time modelscontinuous-time models

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (2)

Uncertain lifetime, risk aversion and intertemporal substitution ⋮ INDETERMINACY AND PERIOD LENGTH UNDER BALANCED BUDGET RULES

Cites Work

• Continuous and Discrete Time Approaches to a Maximization Problem
• Optimal Investment and Consumption Strategies Under Risk, an Uncertain Lifetime, and Insurance

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