Maximizing the utility of consumption with commutable life annuities
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wei-Ting Pan, 2016. "The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 32.
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More about this item
KeywordsCommutable annuities; Utility maximization; Retirement; Optimal investment; Optimal consumption; Stochastic control; Impulse control; Singular control; Free-boundary problem;
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