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

19 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	ASTIN Bulletin - Actuarial Studies in non Life Insurance
Vol/bind	28
Udgave nummer	1
Sider (fra-til)	231-257
Antal sider	26
ISSN	0515-0361
Status	Udgivet - 2008

Citationsformater

@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 - Actuarial Studies in non Life Insurance",

issn = "0515-0361",

publisher = "Cambridge University Press",

number = "1",

}