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

19 Citations (Scopus)

Original language	English
Journal	ASTIN Bulletin - Actuarial Studies in non Life Insurance
Volume	28
Issue number	1
Pages (from-to)	231-257
Number of pages	26
ISSN	0515-0361
Publication status	Published - 2008

Cite this

@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",

issn = "0515-0361",

publisher = "Cambridge University Press",

number = "1",

}