Existence of optimal consumption strategies in markets with longevity risk
Year of publication: |
January 2017
|
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Authors: | Kort, Jan de ; Vellekoop, Michel |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 72.2017, p. 107-121
|
Subject: | Optimal consumption | Portfolio selection | Longevity risk | CIR process | Laplace transform | Sterblichkeit | Mortality | Portfolio-Management | Risiko | Risk | Nachfragetheorie des Haushalts | Consumer demand theory |
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