Portfolio choice and mortality-contingent claims: The general HARA case

Journal of Banking and Finance

Volumn 32, Issue 11, 2008, Pages 2444-2452

  Huang, Huaxiong ^a   Milevsky, Moshe A ^b  

^a YORK UNIVERSITY   (Canada)

^b YORK UNIVERSITY   (Canada)

Author keywords

Annuities; Finite difference method; Hamilton Jacobi Bellman; Insurance

Indexed keywords

EID: 52949103674     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.05.002     Document Type: Article

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