Optimal retirement planning under partial information
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Publication:2291758
DOI10.1515/strm-2018-0027zbMath1437.91385OpenAlexW2935964492WikidataQ127250484 ScholiaQ127250484MaRDI QIDQ2291758
Publication date: 31 January 2020
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/strm-2018-0027
partial informationoptimal consumptionoptimal investmentoptimal retirement planningstatic martingale approach
Martingales with continuous parameter (60G44) Portfolio theory (91G10) Actuarial mathematics (91G05)
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