Similar Search Results

Narrow search

Optimal cash management under uncertainty

Bensoussan, Alain; Chutani, Anshuman; Sethi, Suresh P. - In: Operations research letters 37 (2009) 6, pp. 425-429

Persistent link: https://www.econbiz.de/10003905585

Unemployment risks and optimal retirement in an incomplete market

Bensoussan, Alain; Jang, Bong-Gyu; Park, Seyoung - In: Operations research 64 (2016) 4, pp. 1015-1032

Persistent link: https://www.econbiz.de/10011538586

Optimal growth of a self-financing firm in an uncertain environment

Bensoussan, Alain; Lesourne, Jacques - 1978

Persistent link: https://www.econbiz.de/10001900520

A risk extended version of Merton's optimal consumption and portfolio selection

Bensoussan, Alain; Hoe, SingRu; Kim, Joohyun; Yan, Zhongfeng - In: Operations research 70 (2022) 2, pp. 815-829

Persistent link: https://www.econbiz.de/10013365795

Unemployment Risks and Optimal Retirement in an Incomplete Market

Bensoussan, Alain - 2016

We develop a new approach for solving the optimal retirement problem for an individual with an unhedgeable income risk. The income risk stems from a forced unemployment event, which occurs as an exponentially-distributed random shock. The optimal retirement problem is to determine the...

Persistent link: https://www.econbiz.de/10013007724