Optimal consumption, investment and housing with means-tested public pension in retirement
Johan G. Andréasson, Pavel V. Shevchenko, Alex Novikov
| Year of publication: |
July 2017
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|---|---|
| Authors: | Andréasson, Johan G. ; Shevchenko, Pavel V. ; Novikov, Alexander |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 75.2017, p. 32-47
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| Subject: | Dynamic programming | Stochastic control | Optimal policy | Retirement | Means-tested age pension | Defined-contribution pension | Gesetzliche Rentenversicherung | Public pension system | Theorie | Theory | Altersgrenze | Altersvorsorge | Retirement provision | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Overlapping Generations | Overlapping generations | Investition | Investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.04.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011740706