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Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty
= yT−1U(WT−1). (16) By initializing LξT−1 := 0 (17) for ξT−1 ∈ FT−1, we recursively define Lξt = ... planned horizon with T time periods, LξT−1 = 0 by (17). For a planned horizon with T+1 time periods, LξT−1 ...- Authors: Ken Seng Tan, Hailiang Yang, Zhongfei Li
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics; Economics>Financial economics