Optimal consumption and portfolio choice for pooled annuity funds
type: Item
instance of: scholarly article
title: Optimal consumption and portfolio choice for pooled annuity funds
zbMATH Open document ID: 1140.91411
author: Michael Z. Stamos
published in: Insurance Mathematics \& Economics
publication date: 2008-08-18T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5312897
zbMATH Keywords: dynamic consumption and portfolio choice
zbMATH Keywords: mortality risk
zbMATH Keywords: pooling
zbMATH Keywords: insurance
zbMATH Keywords: jump risk
zbMATH Keywords: HJB
zbMATH Keywords: finite differences
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.09.010
OpenAlex ID: W2028704302
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cites work: Self-Annuitization and Ruin in Retirement
cites work: Annuitization and asset allocation
cites work: Demand and adverse selection in a pooled annuity fund
DOI: 10.1016/J.INSMATHECO.2007.09.010
description: scientific article; zbMATH DE number 5312897