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Effect of labour income on the optimal bankruptcy problem - MaRDI portal

Effect of labour income on the optimal bankruptcy problem

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Publication:6549610

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DOI10.1007/s10479-023-05166-zzbMath1537.91366MaRDI QIDQ6549610

Guodong Ding, Daniele Marazzina

Publication date: 4 June 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

variational inequalities Legendre-Fenchel transform consumption-portfolio-leisure controls bankruptcy stopping time power utility optimization

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Actuarial science and mathematical finance (91G99) Labor markets (91B39)

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