OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM (Q5291317)
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scientific article; zbMATH DE number 5022366
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM |
scientific article; zbMATH DE number 5022366 |
Statements
OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM (English)
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10 May 2006
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stochastic control
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optimal stopping
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annuities
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asset allocation
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