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Munk, Claus
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Sørensen, Carsten
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Hambel, Christoph
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Kraft, Holger
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ECONIS (ZBW)
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1
Solving life-cycle problems with biometric risk by artificial insurance markets
Hambel, Christoph
;
Kraft, Holger
;
Munk, Claus
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 307-327
Persistent link: https://www.econbiz.de/10013370641
Saved in:
2
Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus
;
Sørensen, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001543919
Saved in:
3
Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus
;
Sørensen, Carsten
- In:
Journal of banking & finance
28
(
2004
)
8
,
pp. 1987-2013
Persistent link: https://www.econbiz.de/10002118373
Saved in:
4
Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
Munk, Claus
- In:
Journal of economic dynamics & control
24
(
2000
)
9
,
pp. 1315-1343
Persistent link: https://www.econbiz.de/10001483870
Saved in:
5
The Markov chain approximation approach for numerical solution of stochastic control problems : experiences from Merton's problem
Munk, Claus
-
1998
Persistent link: https://www.econbiz.de/10000979842
Saved in:
6
Numerical methods for continuous-time, continuous-state stochastic control problems
Munk, Claus
-
1997
Persistent link: https://www.econbiz.de/10000975852
Saved in:
7
Optimal consumption: investment policies with undiversifiable income risk and borrowing constraints
Munk, Claus
-
1997
Persistent link: https://www.econbiz.de/10000976130
Saved in:
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