Unemployment risks and optimal retirement in an incomplete market
Year of publication: |
July-August 2016
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Authors: | Bensoussan, Alain ; Jang, Bong-Gyu ; Park, Seyoung |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 64.2016, 4, p. 1015-1032
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Subject: | dynamic programming/optimal control | investment | stochastic model applications | Theorie | Theory | Unvollkommener Markt | Incomplete market | Arbeitslosigkeit | Unemployment | Risiko | Risk | Altersgrenze | Retirement | Stochastischer Prozess | Stochastic process |
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