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Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality

Bibliographic reference Hainaut, Donatien ; Deelstra, Griselda. Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality. In: Journal of Economic Dynamics and Control, Vol. 44, no.0, p. 124-146 (2014)
Permanent URL http://hdl.handle.net/2078/185386