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Volumn 9, Issue 2, 2006, Pages 151-170
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Optimal timing of the annuity purchase: Combined stochastic control and optimal stopping problem
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Author keywords
Annuities; Asset allocation; Optimal stopping; Stochastic control
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Indexed keywords
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EID: 33644799207
PISSN: 02190249
EISSN: None
Source Type: Journal
DOI: 10.1142/S0219024906003524 Document Type: Article |
Times cited : (28)
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References (19)
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