scientific article; zbMATH DE number 7295583

DOI10.16783/J.CNKI.NWNUZ.2020.04.005MaRDI QIDQ3386111zbMATH OpenFDO

Authors Fengying Li, Wei Bai

Publication date 14 January 2021

Full work available at URL https://doi.org/10.16783/J.CNKI.NWNUZ.2020.04.005

zbMATH Keywords

dynamic programmingenvironmental uncertaintyinvestment-consumption strategymortality risk

Mathematics Subject Classification ID

Dynamic programming (90C39) Consumer behavior, demand theory (91B42) Portfolio theory (91G10)

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(4)

• Possibilistic individual multi-period consumption-investment models
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• scientific article; zbMATH DE number 1852949 (Why is no real title available?)
• Multiperiod optimal investment-consumption strategies with mortality risk and environment uncertainty

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