Maximizing the utility of consumption with commutable life annuities
Year of publication: |
2012
|
---|---|
Authors: | Wang, Ting ; Young, Virginia R. |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 51.2012, 2, p. 352-369
|
Publisher: |
Elsevier |
Subject: | Commutable annuities | Utility maximization | Retirement | Optimal investment | Optimal consumption | Stochastic control | Impulse control | Singular control | Free-boundary problem |
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