Verification theorems for models of optimal consumption and investment with annuitization
Year of publication: |
2020
|
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Authors: | Park, Seyoung |
Published in: |
Mathematical social sciences. - Amsterdam [u.a.] : NH, Elsevier, ISSN 0165-4896, ZDB-ID 283230-6. - Vol. 103.2020, p. 36-44
|
Subject: | Annuitization | Existence | Uniqueness | Variational inequality | Portfolio-Management | Portfolio selection | Konsumtheorie | Consumption theory |
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