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Advances in Consumption-Investment Problems with Applications to Pension
Morten Tolver Kronborg
Institut for Matematiske Fag
SCIENCE PhD theses
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American Put Option
13%
Bequests
11%
Black-Scholes
10%
Bonus
30%
Characteristic Function
11%
Complete Markets
11%
Costs
17%
Derivatives
8%
Dynamic Optimization
11%
Expected Utility
24%
Funding
8%
Generating Function
11%
Indifference
9%
Insurance Market
9%
Investment Decision-making
10%
Investment Opportunities
9%
Investment Strategy
8%
Investors
63%
Labor Income
20%
Life Insurance
9%
Markov Chain
9%
Martingale Method
13%
Mean-variance
9%
Nash Equilibrium
8%
Optimal Strategy
9%
Optimality
11%
Optimization Problem
8%
Pensions
100%
Portfolio Insurance
12%
Power Utility
11%
Precommitment
25%
Profit
4%
Random Walk
19%
Rate of Return
14%
Risk Aversion
8%
Sampling
9%
Simulation
6%
Standard Deviation
8%
Stationarity
10%
Stationary Distribution
11%
Stationary Process
12%
Stochastic Optimization
11%
Uncertain Lifetime
14%
Wealth
61%
Wealth Dynamics
14%