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Optimal Consumption and Annuity Equivalent Wealth with Mortality Model Uncertainty
MODEL UNCERTAINTY In this section, we apply the dynamic programming principle to solve the max-mix problem ... the optimal consumption derived above, then the dynamic of the optimal consumption 𝑐∗ evolves as ...- Authors: Zhengming Li, Yang Shen , Jian xi Su
- Date: Apr 2022
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement