Existence of optimal consumption strategies in markets with longevity risk
type: Item
instance of: scholarly article
title: Existence of optimal consumption strategies in markets with longevity risk
zbMATH Open document ID: 1394.91246
author: Yong-Cai Geng
author: Sumit K. Garg
published in: Insurance Mathematics \& Economics
publication date: 2017-01-31T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6679039
zbMATH Keywords: optimal consumption
zbMATH Keywords: portfolio selection
zbMATH Keywords: longevity risk
zbMATH Keywords: CIR process
zbMATH Keywords: Laplace transform
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2016.10.013
OpenAlex ID: W2531424830
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DOI: 10.1016/J.INSMATHECO.2016.10.013
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description: scientific article; zbMATH DE number 6679039