Optimal smooth consumption and annuity design
Year of publication: |
2013
|
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Authors: | Bruhn, Kenneth ; Steffensen, Mogens |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 8, p. 2693-2701
|
Subject: | Stochastic control | Quadratic optimization | Linear regulation | Consumption smoothing | Formula Based Smoothed Investment-Linked Annuities | Stochastischer Prozess | Stochastic process | Privater Konsum | Private consumption | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Einkommenshypothese | Income hypothesis |
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