Annuitization and asset allocation under exponential utility (Q1742720)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Annuitization and asset allocation under exponential utility |
scientific article; zbMATH DE number 6858912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Annuitization and asset allocation under exponential utility |
scientific article; zbMATH DE number 6858912 |
Statements
Annuitization and asset allocation under exponential utility (English)
0 references
12 April 2018
0 references
life annuities
0 references
optimal consumption
0 references
optimal investment
0 references
stochastic control
0 references
free-boundary problem
0 references
0 references
0 references
0 references
