| Author | Delong, Lukasz | dc.contributor.author |
| Author | Chen, An | dc.contributor.author |
| Date of accession | 2019-04-05T06:21:44Z | dc.date.accessioned |
| Available in OPARU since | 2019-04-05T06:21:44Z | dc.date.available |
| Date of first publication | 2016 | dc.date.issued |
| Language | en | dc.language.iso |
| Publisher | Universität Ulm | dc.publisher |
| Keyword | Hyperbolic discounting | dc.subject |
| Keyword | Time-inconsistent optimization problem | dc.subject |
| Keyword | Non-local HJB equation | dc.subject |
| Keyword | Equilibrium strategies | dc.subject |
| Keyword | PDE | dc.subject |
| Keyword | stochastic mortality | dc.subject |
| Keyword | consumption | dc.subject |
| Keyword | portfolio | dc.subject |
| Keyword | insurance | dc.subject |
| Dewey Decimal Group | DDC 330 / Economics | dc.subject.ddc |
| Dewey Decimal Group | DDC 510 / Mathematics | dc.subject.ddc |
| Title | Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting | dc.title |
| Resource type | Wissenschaftlicher Artikel | dc.type |
| Faculty | Fakultät für Mathematik und Wirtschaftswissenschaften | uulm.affiliationGeneral |
| Institution | Institut für Versicherungswissenschaften | uulm.affiliationSpecific |
| DCMI Type | Text | uulm.typeDCMI |
| Category | Publikationsnachweise | uulm.category |
| DOI (external) | 10.1016/j.insmatheco.2016.10.002 | dc.identifier.doiExternal |
| Source - Title of source | Insurance: Mathematics and Economics | source.title |
| Source - Place of publication | Elsevier | source.publisher |
| Source - Volume | 71 | source.volume |
| Source - Year | 2016 | source.year |
| Source - From page | 342 | source.fromPage |
| Source - To page | 352 | source.toPage |
| Source - ISSN | 0167-6687 | source.identifier.issn |
| Source - eISSN | 1873-5959 | source.identifier.eissn |
| Community | Fakultät für Mathematik und Wirtschaftswissenschaften | uulm.community |
| WoS | 000390078300031 | uulm.identifier.wos |
| Bibliography | uulm | uulm.bibliographie |
