Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalASTIN Bulletin - Actuarial Studies in non Life Insurance
Volume28
Issue number1
Pages (from-to)231-257
Number of pages26
ISSN0515-0361
Publication statusPublished - 2008

ID: 6245034