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Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
Munk, Claus - In: Journal of economic dynamics & control 24 (2000) 9, pp. 1315-1343
Persistent link: https://www.econbiz.de/10001483870
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Numerical methods for continuous-time, continuous-state stochastic control problems
Munk, Claus - 1997
Persistent link: https://www.econbiz.de/10000975852
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Optimal consumption: investment policies with undiversifiable income risk and borrowing constraints
Munk, Claus - 1997
Persistent link: https://www.econbiz.de/10000976130
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Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus; Sørensen, Carsten - 2000
Persistent link: https://www.econbiz.de/10001543919
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Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus; Sørensen, Carsten - In: Journal of banking & finance 28 (2004) 8, pp. 1987-2013
Persistent link: https://www.econbiz.de/10002118373
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Solving life-cycle problems with biometric risk by artificial insurance markets
Hambel, Christoph; Kraft, Holger; Munk, Claus - In: Scandinavian actuarial journal 2022 (2022) 4, pp. 307-327
Persistent link: https://www.econbiz.de/10013370641