Optimal investment and consumption strategies for pooled annuity with partial information
Lin Xie, Lv Chen, Linyi Qian, Danping Li, Zhixin Yang
| Year of publication: |
2023
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|---|---|
| Authors: | Xie, Lin ; Lv, Chen ; Qian, Linyi ; Li, Danping ; Yang, Zhixin |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 108.2023, p. 129-155
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| Subject: | Filtering theory | Optimal consumption and investment strategies | Partial information | Stochastic control | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Unvollkommene Information | Incomplete information | Kontrolltheorie | Control theory | Investition | Investment | Nachfragetheorie des Haushalts | Consumer demand theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013534515