Open AccessTime-inconsistent consumption-investment problem for a member in a defined contribution pension plan
Author(s) -
Qing Zhao,
Rongming Wang,
Jiaqin Wei
Publication year - 2016
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2016.12.1557
Subject(s) - economics , consumption (sociology) , uniqueness , pension , logarithm , bellman equation , geometric brownian motion , investment (military) , asset (computer security) , isoelastic utility , brownian motion , mathematical economics , retirement planning , econometrics , expected utility hypothesis , microeconomics , mathematics , actuarial science , computer science , finance , diffusion process , mathematical analysis , social science , statistics , economy , computer security , sociology , politics , political science , law , service (business)