Optimal investment-consumption-insurance with random parameters
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.2014.900518
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1. Matrix Riccati Equations in Control and Systems Theory
2. Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities
3. Optimal investment decisions when time-horizon is uncertain
4. Household consumption, investment and life insurance
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