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Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach - MaRDI portal

Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (Q3395772)

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Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach
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    Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (English)
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    13 September 2009
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    personal finance
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    multi-state model
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    stochastic control
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    financial decision making
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    mortality-disability-unemployment risk
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