The role of health in consumption and portfolio decision-making: insights from state-dependent models

DOI10.1016/j.cam.2024.116290MaRDI QIDQ6653538

Lin-Yi Qian, Thai-Hung Nguyen, Zhixin Yang, An Chen

Publication date: 16 December 2024

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

semi-Markov processoptimal consumptionasset allocationhealth-dependent utility

Mathematics Subject Classification ID

Mathematical economics (91Bxx) Applications of statistics (62Pxx) Actuarial science and mathematical finance (91Gxx)

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