Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach. / Steffensen, Mogens; Kraft, Holger.
In: ASTIN Bulletin - Actuarial Studies in non Life Insurance, Vol. 28, No. 1, 2008, p. 231-257.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Steffensen, M & Kraft, H 2008, 'Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach', ASTIN Bulletin - Actuarial Studies in non Life Insurance, vol. 28, no. 1, pp. 231-257.
APA
Steffensen, M., & Kraft, H. (2008). Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach. ASTIN Bulletin - Actuarial Studies in non Life Insurance, 28(1), 231-257.
Vancouver
Steffensen M, Kraft H. Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach. ASTIN Bulletin - Actuarial Studies in non Life Insurance. 2008;28(1):231-257.
Author
Bibtex
@article{f0c1ed708af311dd9c20000ea68e967b,
title = "Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach",
author = "Mogens Steffensen and Holger Kraft",
year = "2008",
language = "English",
volume = "28",
pages = "231--257",
journal = "ASTIN Bulletin: The Journal of the IAA",
issn = "0515-0361",
publisher = "Cambridge University Press",
number = "1",
}
RIS
TY - JOUR
T1 - Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach
AU - Steffensen, Mogens
AU - Kraft, Holger
PY - 2008
Y1 - 2008
M3 - Journal article
VL - 28
SP - 231
EP - 257
JO - ASTIN Bulletin: The Journal of the IAA
JF - ASTIN Bulletin: The Journal of the IAA
SN - 0515-0361
IS - 1
ER -
ID: 6245034