Optimal annuitization and asset allocation under linear habit formation
Year of publication: |
2024
|
---|---|
Authors: | Guan, Guohui ; Liang, Zongxia ; Ma, Xingjian |
Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 114.2024, p. 176-191
|
Subject: | Annuitization | Dual methods | Linear habit formation | Stopping-control problem | Variational inequalities | Theorie | Theory | Portfolio-Management | Portfolio selection |
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