Retirement decision with addictive habit persistence in a jump diffusion market
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Cited by:
- Ferrari, Giorgio & Zhu, Shihao, 2023. "Optimal Retirement Choice under Age-dependent Force of Mortality," Center for Mathematical Economics Working Papers 683, Center for Mathematical Economics, Bielefeld University.
- Giorgio Ferrari & Shihao Zhu, 2023. "Optimal Retirement Choice under Age-dependent Force of Mortality," Papers 2311.12169, arXiv.org.
- Zongxia Liang & Fengyi Yuan, 2021. "Weak equilibria for time-inconsistent control: with applications to investment-withdrawal decisions," Papers 2105.06607, arXiv.org, revised Jun 2023.
- Zongxia Liang & Fengyi Yuan, 2023. "Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions," Mathematical Finance, Wiley Blackwell, vol. 33(3), pages 891-945, July.
- Lijun Bo & Shihua Wang & Xiang Yu, 2022. "A mean field game approach to equilibrium consumption under external habit formation," Papers 2206.13341, arXiv.org, revised Mar 2024.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2020-12-07 (Economics of Ageing)
- NEP-UPT-2020-12-07 (Utility Models and Prospect Theory)
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