Horizon effect on optimal retirement decision
From MaRDI portal
Publication:6101026
DOI10.1080/14697688.2022.2125426zbMath1518.91222MaRDI QIDQ6101026
Minsuk Kwak, Kyunghyun Park, Junkee Jeon
Publication date: 20 June 2023
Published in: Quantitative Finance (Search for Journal in Brave)
nonlinear integral equationlife insuranceparabolic free boundary problemearly retirementmandatory retirementconsumption and investmentoptimal stopping problem in finite horizon
Stopping times; optimal stopping problems; gambling theory (60G40) Free boundary problems for PDEs (35R35) Actuarial mathematics (91G05)
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