Unemployment Risks and Optimal Retirement in an Incomplete Market.

Alain Bensoussan Bong-Gyu Jang Seyoung Park

Published in: Oper. Res. (2016)

Keyphrases

decision making
information systems
dynamic programming
missing data
incomplete data
stock price
optimal design
budget constraints
case study
noisy data
expected cost
dynamic pricing
financial institutions
risk neutral
profit maximizing
risk evaluation