An optimal consumption problem in finite time with a constraint on the ruin probability
Peter Grandits
| Year of publication: |
October 2015
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|---|---|
| Authors: | Grandits, Peter |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 19.2015, 4, p. 791-847
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| Subject: | Optimal consumption | Singular control problem | Free boundary value problem | Nachfragetheorie des Haushalts | Consumer demand theory | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Konsumtheorie | Consumption theory | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-015-0275-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011421027